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Aproximadamente 14 registro(s) hasta el momento: (journal)

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Recurso libre

An invariance principle for Brownian motion in random scenery
Gu, Yu; Columbia University - Bal, Guillaume; Columbia University

Formato:	Peer-reviewed Article
Enlaces:	We prove an invariance principle for Brownian motion in Gaussian or Poissonian random scenery by the method of characteristic functions. Annealed asymptotic limits are derived in all dimensions, with a focus on the case of dimension $d=2$, which is the…
Fecha:	2014-01-02
Recurso:	Electronic journal of probability

Recurso libre

On the Eve property for CSBP
Duquesne, Thomas; Université Pierre et Marie Curie - Labbé, Cyril; Université Pierre et Marie Curie

Formato:	Peer-reviewed Article
Enlaces:	We consider the population model associated to continuous state branching processes and we are interested in the so-called Eve property that asserts the existence of an ancestor with an overwhelming progeny at large times, and more generally, in the possible…
Fecha:	2014-01-02
Recurso:	Electronic journal of probability

Recurso libre

Stochastic flows on metric graphs
Hajri, Hatem; Université du Luxembourg - Raimond, Olivier; Université Paris Ouest Nanterre La Défense

Formato:	Peer-reviewed Article
Enlaces:	We study a simple stochastic differential equation driven by one Brownian motion on a general oriented metric graph whose solutions are stochastic flows of kernels. Under some condition, we describe the laws of all solutions. This work is a natural…
Fecha:	2014-01-02
Recurso:	Electronic journal of probability

Recurso libre

Local limits of conditioned Galton-Watson trees: the infinite spine case
Abraham, Romain; Université d'Orléans - Delmas, Jean-François; École Nationale des Ponts et Chaussées Université Paris-Est

Formato:	Peer-reviewed Article
Enlaces:	We give a necessary and sufficient condition for the convergence in distribution of a conditioned Galton-Watson tree to Kesten's tree. This yields elementary proofs of Kesten's result as well as other known results on local limit of conditioned Galton-Watson trees. We then apply this…
Fecha:	2014-01-02
Recurso:	Electronic journal of probability

Recurso libre

A Gaussian limit process for optimal FIND algorithms
Sulzbach, Henning; INRIA Paris-Rocquencourt - Neininger, Ralph; Goethe University Frankfurt - Drmota, Michael; TU Vienna

Formato:	Peer-reviewed Article
Enlaces:	We consider versions of the FIND algorithm where the pivot element used is the median of a subset chosen uniformly at random from the data. For the median selection we assume that subsamples of size asymptotic to $c \cdot n^\alpha$…
Fecha:	2014-01-02
Recurso:	Electronic journal of probability

Recurso libre

Stochastic domination and comb percolation
Holroyd, Alexander E; Microsoft Research - Martin, James B; University of Oxford

Formato:	Peer-reviewed Article
Enlaces:	There exists a Lipschitz embedding of a d-dimensional comb graph (consisting of infinitely many parallel copies of $\mathbb{Z}^{d-1}$ joined by a perpendicular copy) into the open set of site percolation on $\mathbb{Z}^d$, whenever the parameter p is close enough to…
Fecha:	2014-01-02
Recurso:	Electronic journal of probability

Recurso libre

Markov chain approximations for transition densities of Lévy processes
Mijatovic, Aleksandar; Imperial College London - Vidmar, Matija; University of Warwick - Jacka, Saul; University of Warwick

Formato:	Peer-reviewed Article
Enlaces:	We consider the convergence of a continuous-time Markov chain approximation $X^h$, $h>0$, to an $\mathbb{R}^d$-valued Lévy process $X$. The state space of $X^h$ is an equidistant lattice and its $Q$-matrix is chosen to approximate the generator of $X$. In dimension…
Fecha:	2014-01-02
Recurso:	Electronic journal of probability

Recurso libre

Strong approximation of the empirical distribution function for absolutely regular sequences in ${\mathbb R}^d$
Dedecker, Jérôme; Université Paris Descartes - Rio, Emmanuel; Université de Versailles - Merlevède, Florence; Université Paris-Est Marne-la-Vallée

Formato:	Peer-reviewed Article
Enlaces:	We prove a strong approximation result with rates for the empirical process associated to an absolutely regular stationary sequence of random variables with values in ${\mathbb R}^d$. As soon as the absolute regular coefficients of the sequence decrease more rapidly…
Fecha:	2014-01-02
Recurso:	Electronic journal of probability

Recurso libre

Integral and local limit theorems for level crossings of diffusions and the Skorohod problem
Łochowski, Rafał Marcin; Warsaw School of Economics and Prince Mohammad Bin Fahd University - Ghomrasni, Raouf; The African Institute for Mathematical Sciences and University of Stellenbosch

Formato:	Peer-reviewed Article
Enlaces:	Using a new technique, based on the regularisation of a càdlàg process via the double Skorohod map, we obtain limit theorems for integrated numbers of level crossings of diffusions. This result is related to the recent results on the limit…
Fecha:	2014-01-02
Recurso:	Electronic journal of probability

Recurso libre

10.

Second quantisation for skew convolution products of measures in Banach spaces
Applebaum, David; University of Sheffield - Neerven, Jan van; Delft University of Technology

Formato:	Peer-reviewed Article
Enlaces:	We study measures in Banach space which arise as the skew convolution product of two other measures where the convolution is deformed by a skew map. This is the structure that underlies both the theory of Mehler semigroups and operator…
Fecha:	2014-01-02
Recurso:	Electronic journal of probability

Recurso libre

11.

Synchronization for discrete mean-field rotators
Jahnel, Benedikt; Ruhr-Universität Bochum - Külske, Christof; Ruhr-Universität Bochum

Formato:	Peer-reviewed Article
Enlaces:	We analyze a non-reversible mean-field jump dynamics for discrete q-valued rotators and show in particular that it exhibits synchronization. The dynamics is the mean-field analogue of the lattice dynamics investigated by the same authors which provides an example of a…
Fecha:	2014-01-02
Recurso:	Electronic journal of probability

Recurso libre

12.

Tricolor percolation and random paths in 3D
Sheffield, Scott; Massachusetts Institute of Technology - Yadin, Ariel; Ben Gurion Univeristy of the Negev

Formato:	Peer-reviewed Article
Enlaces:	We study "tricolor percolation" on the regular tessellation of $\mathbb{R}^3$ by truncated octahedra, which is the three-dimensional analog of the hexagonal tiling of the plane. We independently assign one of three colors to each cell according to a probability vector…
Fecha:	2014-01-02
Recurso:	Electronic journal of probability

Recurso libre

13.

A forest-fire model on the upper half-plane
Graf, Robert; Ludwig Maximilian University

Formato:	Peer-reviewed Article
Enlaces:	We consider a discrete forest-fire model on the upper half-plane of the two-dimensional square lattice. Each site can have one of the following two states: "vacant" or "occupied by a tree". At the starting time all sites are vacant. Then…
Fecha:	2014-01-02
Recurso:	Electronic journal of probability

Recurso libre

14.

Bootstrap percolation on Galton-Watson trees
Bollobás, Béla; University of Cambridge, University of Memphis, and London Institute for Mathematical Sciences. - Gunderson, Karen; University of Bristol - Holmgren, Cecilia; Stockholm University and University of Cambridge - Janson, Svante; Uppsala University - Przykucki, Michał; University of Cambridge and London Institute for Mathematical Sciences

Formato:	Peer-reviewed Article
Enlaces:	Bootstrap percolation is a type of cellular automaton which has been used to model various physical phenomena, such as ferromagnetism. For each natural number $r$, the $r$-neighbour bootstrap process is an update rule for vertices of a graph in one…
Fecha:	2014-01-02
Recurso:	Electronic journal of probability