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We prove the CLT for a random walk in a dynamical environment where the states of the environ- ment at different sites are independent Markov chains..
Linde, Approximation of Gaussian random fields: general results and optimal wavelet representation of the Lévy fractional motion.. Taqqu, Rate optimality of wavelet
Parallel and simulated tempering [ 4; 13; 5 ] are Markov chain simulation algorithms commonly used in statistics, statistical physics, and computer science for sampling from
On the other hand, if the power variation is only taken along deterministic points in time, a non-exploding variation does obviously not imply that paths possess left and right
Existence and uniqueness of SPDEs driven by time and space Poisson random measure were considered by, among others, Applebaum and Wu [2], Bi´e [8], Knoche [30], Mueller [34], and
A known result due to [26] is that the only class of exchangeable random partitions whose limit age-ordered frequencies are (unconditionally) a NTR distribution, is
Stochastic differential equations (s.d.e.) with boundary conditions driven by a Wiener process have been extensively studied in the last fifteen years, both in the ordinary and
Keywords: Pinning Model; Polymer Model; Linear Chain Model; Phase Transition; Localization Phenomena; Gradient Interaction; Laplacian Interaction; Free Energy; Markov
