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Key words: Delaunay triangulation, Voronoi tessellation, Gibbs measure, variational principle, free energy, pressure, large deviations.. AMS 2000 Subject Classification: Primary
We establish a strong law of large numbers and a central limit theorem for the Parrondo player’s sequence of profits, both in a one-parameter family of capital-dependent games and in
Key words: random fields, Gaussian processes, fractional Brownian motion, fractal mea- sures, self–similar measures, small deviations, Kolmogorov numbers, metric entropy,
Key words: Support estimation, Nonparametric statistics, Central limit theorem, Tubular neigh- borhood.. AMS 2000 Subject Classification: Primary
Absolutely continuous stochastic process, mass transportation problem, Salisbury’s problem, Markov control, zero-noise
Key words: Interacting Brownian motions, Brownian intersection local times, large deviations, occupation measure, Gross-Pitaevskii formula.. AMS 2000 Subject Classification:
We now show how the uniform law of large numbers in Theorem 1.1 can be used to prove the hydrodynamic limits for the system of RWRE as stated in Theorem 1.4.. Proof of Theorem 1.4:
Key words: local time, continuous semimartingale, generalized Itˆ o’s formula, stochastic Lebesgue-Stieltjes integral.. AMS 2000 Subject Classification: Primary
