1062 01-05 1. (12%) - e−3x √ 2x dx Solution
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We study the problem of directed polymers in gaussian environments in Z d from the viewpoint of a gaussian family indexed by the set of random walk paths.. In the zero-temperature
If we observe an order book state including a group of traders with a large distance to the current price, we can deduce that the price must have been in the traders’ region before,
For the plane, sphere, and hyperbolic plane we consider the canonical invariant determinan- tal point processes Z ρ with intensity ρdν, where ν is the corresponding invariant
If a random walk characterized by conductances is started at the root of a tree, it is well known [3] that the escape probability equals the ratio of the effective conductance of
of Z provides an appropriate sequence of (random) partitions upon which one can build a stochastic calculus with respect to Z. of Z in order to define and study weighted
If we are to use the dual process to obtain information about the joint distribution of the states at sites x and y at a given time, we must study the joint behavior of two
Exponential tail bounds are derived for solutions of max-recursive equations and for max- recursive random sequences, which typically arise as functionals of recursive structures,
A closed formula for the mean of a maximum likelihood estimator associated with the Brownian bridge is obtained; the exact relation with that of the Brownian motion is
