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... 4 Optimal expansion of a class of stationary Gaussian processes 4.1 Expansion of fractional Ornstein-Uhlenbeck processes The fractional Ornstein-Uhlenbeck processXρ= Xtρt∈IRof indexρ∈0[r] ... Lihat dokumen lengkap

... To estimate the ratio of the partition functions in 4.13 and 4.14, one separates the contribution given by those intervals in which the spin configurations undergo to a phase change, i.[r] ... Lihat dokumen lengkap

... By using the complete monotonicity of the functionf1/2,we finally establish the following sharp inequality, for every x≥1, 0< ψ These estimations of the growth of the psi function are [r] ... Lihat dokumen lengkap

... We assume that the entries of the matrices have zero mean and a uniformly bounded 4th moment, and we study the limit of the eigenvalue distribution when both the size of the matrix and t[r] ... Lihat dokumen lengkap

... Matroids and polymatroids are introduced in Section 2. In Sections 3–4 we describe certain combi- natorial optimization problems related to polymatroids. Random models of these flow problems are analyzed in Sections 5–9. ... Lihat dokumen lengkap

... Journal URL http://www.math.washington.edu/~ejpecp/ Critical constants for recurrence on groups of polynomial growth David Revelle [email protected] Russ Thompson∗ Department o[r] ... Lihat dokumen lengkap

... The first step in a study of percolation on other graphs, for instance Cayley graphs of finitely generated groups, will be to prove that the critical probability for percolation on these[r] ... Lihat dokumen lengkap

... That the latter two properties are indeed closely related to the strict convexity of the the limit shape is further suggested by more recent results of Newman, Piza, and Licea [13], [12], [10], [9]. They have ... Lihat dokumen lengkap

... Acknowledgements. This work was started when the author was ATER at the Laboratoire de Probabilités et Modèles Aleatoires. I am much indebted to Loïc Chaumont and Andreas Kyprianou for guiding me through the ... Lihat dokumen lengkap

... 190 Electronic Communications in Probability L1Xthe class of finite unions of sets inL0X, andLXthe class of intersections of countable decreasing sequences in L1X.. Let LσXbe the class [r] ... Lihat dokumen lengkap

... define an exchangeable random partition Π of N as the limit of the sequence of projections onto [n] as n → ∞. In this case, we refer to Π as an exchangeable Gibbs(v, w) partition. An important subfamily of the ... Lihat dokumen lengkap

... The study of stochastic partial differential equations (s.p.d.e.’s) began in earnest following the papers of Pardoux [14], [15], [16], and Krylov and Rozovskii [8], [9]. Much of the literature has been concerned with the ... Lihat dokumen lengkap

... The existence of a special standard process associated with a quasi-regular Dirichlet form is well known [MR 92]. In the present paper, we give another construction of an associated tight special standard process as an ... Lihat dokumen lengkap

... Journal URL http://www.math.washington.edu/~ejpecp/ Representation of continuous linear forms on the set of ladlag processes and the hedging of American claims under proportional cost[r] ... Lihat dokumen lengkap

... Moreover, there exists a stationary, almost surely continuous, centered Gaussian process YtHt∈R such that YtHt≥0 solves the Langevin equation with fractional Brownian motion noise, and[r] ... Lihat dokumen lengkap

... Using entirely potential theoretic arguments, Beznea and Boboc were able to develop a theory of characteristic Revuz measures, uniqueness theorems, etc., for regular strongly supermedian[r] ... Lihat dokumen lengkap

... To prove higher order nondifferentiability, we consider the Laplace inversion representation of Proposition 2 forN>−βΠk−1: AsN was assumed to be large enough, the integral is everywhere[r] ... Lihat dokumen lengkap

... Second, even if Xt evolves in the whole space, the corresponding filtering equations, when solved numerically, are considered in a bounded domain, which effectively restricts the range [r] ... Lihat dokumen lengkap

... It is interesting that the spectra of the finite matrices Jn with random entries, even in the limit n → ∞, are entirely different from the spectrum of the corresponding infinite random m[r] ... Lihat dokumen lengkap

... In particular, joint semigroup densities of the eigenvalue processes of the generalized matrix-valued Uhlenbeck and squared Ornstein-Uhlenbeck processes are respectively expressed by mea[r] ... Lihat dokumen lengkap