getdoca0a6. 180KB Jun 04 2011 12:04:46 AM
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It has been shown that certain types of random walks in random potentials and Brownian motion in Poissonian potentials undergo a phase transition from sub-ballistic to ballistic
Hence, we can define the marked Gromov-weak topology based on weak convergence of marked distance matrix distributions, which turns ▼ I into a Polish space (Theorem
Keywords : fractional Brownian motion, function series expansion, rate of convergence, Gamma-mixed Ornstein–Uhlenbeck process.. AMS subject classification:
Key words: intersection local time, moderate deviations, planar, random walks, large de- viations, Brownian motion, Gagliardo-Nirenberg, law of the iterated logarithm.. AMS 2000
Although bounds on the tail distribution of sums of independent random variables are generally proved by means of a good estimate on the moment generating function, in the
Mean convergence theorems and weak laws of large numbers for double arrays of random variables. Inequalities with applications to the weak convergence of random pro- cesses
We use excursion theory and the ergodic theorem to present an extreme-value analysis of the classical law of the iterated logarithm (LIL) for Brownian
backward stochastic differential equation (BSDE), stability of BSDEs, weak convergence of filtrations,
