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The deepest input will be Lemma 2.1 be- low which only requires pre-Prime Number Theorem elementary methods for its proof (in Tenenbaum’s [11] introductory book on analytic
We now prove another characterization of Lyapunov -scalar stability in terms of P -matrices, generalizing Theorem 1.2 in [12]. The following
Since the models of [ FT04 ] and [ FN06 ] are not attractive, a new tool, the stochastic theory of compensated compactness is used there to pass to the hydrodynamic limit;
Keywords: Adaptive Markov chains, Coupling, Markov Chain Monte Carlo, Metropolis Algo- rithm, Stochastic Approximation, Rate of
We are now in position to state our main result in this article (Theorem 1.2.1). It extends our previous result [NY09a, Theorem 1.2.1] to wider class of models so that it covers
Keywords: Hydrodynamic scaling limit, Ulam’s problem, Hammersley’s process nonlinear conservation law, the Burgers equation, the Lax formula.. Address: Department of Mathematics,
Submitted to EJP on June 19, 2000.. In probabilistic terms the associated process X can be obtained by a time change of X. For the moment we will just discuss the case K = [0, 1],
backward stochastic differential equation (BSDE), stability of BSDEs, weak convergence of filtrations,
