Recursos de colección
Project Euclid (Hosted at Cornell University Library) (198.174 recursos)
Electronic Journal of Probability
Electronic Journal of Probability
Grama, Ion; Liu, Quansheng; Miqueu, Eric
Let $(Z_n)_{n\geq 0}$ be a supercritical branching process in an independent and identically distributed random environment $\xi =(\xi _n)_{n\geq 0}$. We study the asymptotic behavior of the harmonic moments $\mathbb{E} \left [Z_n^{-r} | Z_0=k \right ]$ of order $r>0$ as $n \to \infty $, when the process starts with $k$ initial individuals. We exhibit a phase transition with the critical value $r_k>0$ determined by the equation $\mathbb E p_1^k(\xi _0) = \mathbb E m_0^{-r_k},$ where $m_0=\sum _{j=0}^\infty j p_j (\xi _0)$, $(p_j(\xi _0))_{j\geq 0}$ being the offspring distribution given the environnement $\xi _0$. Contrary to the constant environment case (the...
Butkovsky, Oleg; Scheutzow, Michael
We establish new general sufficient conditions for the existence of an invariant measure for stochastic functional differential equations and exponential or subexponential convergence to the equilibrium. The obtained conditions extend the Veretennikov–Khasminskii conditions for SDEs and are optimal in a certain sense.
Furlan, Marco; Mourrat, Jean-Christophe
We present a criterion for a family of random distributions to be tight in local Hölder and Besov spaces of possibly negative regularity on general domains. We then apply this criterion to find the sharp regularity of the magnetization field of the two-dimensional Ising model at criticality, answering a question of [8].
Döbler, Christian; Gaunt, Robert E.; Vollmer, Sebastian J.
We introduce a simple iterative technique for bounding derivatives of solutions of Stein equations $Lf=h-\mathbb{E} h(Z)$, where $L$ is a linear differential operator and $Z$ is the limit random variable. Given bounds on just the solutions or certain lower order derivatives of the solution, the technique allows one to deduce bounds for derivatives of any order, in terms of supremum norms of derivatives of the test function $h$. This approach can be readily applied to many Stein equations from the literature. We consider a number of applications; in particular, we derive new bounds for derivatives of any order of the...
Pagnard, Camille
We are interested in the local limits of families of random trees that satisfy the Markov branching property, which is fulfilled by a wide range of models. Loosely, this property entails that given the sizes of the sub-trees above the root, these sub-trees are independent and their distributions only depend upon their respective sizes. The laws of the elements of a Markov branching family are characterised by a sequence of probability distributions on the sets of integer partitions which describes how the sizes of the sub-trees above the root are distributed. ¶ We prove that under some natural assumption on...
Pagnard, Camille
We are interested in the local limits of families of random trees that satisfy the Markov branching property, which is fulfilled by a wide range of models. Loosely, this property entails that given the sizes of the sub-trees above the root, these sub-trees are independent and their distributions only depend upon their respective sizes. The laws of the elements of a Markov branching family are characterised by a sequence of probability distributions on the sets of integer partitions which describes how the sizes of the sub-trees above the root are distributed. ¶ We prove that under some natural assumption on...
Pagnard, Camille
We are interested in the local limits of families of random trees that satisfy the Markov branching property, which is fulfilled by a wide range of models. Loosely, this property entails that given the sizes of the sub-trees above the root, these sub-trees are independent and their distributions only depend upon their respective sizes. The laws of the elements of a Markov branching family are characterised by a sequence of probability distributions on the sets of integer partitions which describes how the sizes of the sub-trees above the root are distributed. ¶ We prove that under some natural assumption on...
Gao, Fuqing
Under hypercontractivity and $L_p$-integrability of transition density for some $p>1$, we use the perturbation theory of linear operators to obtain existence of long time asymptotics of exponentials of unbounded additive functionals of Markov processes and establish the moderate deviation principle for the functionals. For stochastic differential equations with multiplicative noise, we show the hypercontractivity and the integrability based on Wang’s Harnack inequality. As an application of our general results, we obtain the existence of these asymptotics and the moderate deviation principle of additive functionals with quadratic growth for the stochastic differential equations with multiplicative noise under some explicit conditions on...
Gao, Fuqing
Under hypercontractivity and $L_p$-integrability of transition density for some $p>1$, we use the perturbation theory of linear operators to obtain existence of long time asymptotics of exponentials of unbounded additive functionals of Markov processes and establish the moderate deviation principle for the functionals. For stochastic differential equations with multiplicative noise, we show the hypercontractivity and the integrability based on Wang’s Harnack inequality. As an application of our general results, we obtain the existence of these asymptotics and the moderate deviation principle of additive functionals with quadratic growth for the stochastic differential equations with multiplicative noise under some explicit conditions on...
Gao, Fuqing
Under hypercontractivity and $L_p$-integrability of transition density for some $p>1$, we use the perturbation theory of linear operators to obtain existence of long time asymptotics of exponentials of unbounded additive functionals of Markov processes and establish the moderate deviation principle for the functionals. For stochastic differential equations with multiplicative noise, we show the hypercontractivity and the integrability based on Wang’s Harnack inequality. As an application of our general results, we obtain the existence of these asymptotics and the moderate deviation principle of additive functionals with quadratic growth for the stochastic differential equations with multiplicative noise under some explicit conditions on...
Gao, Fuqing
Under hypercontractivity and $L_p$-integrability of transition density for some $p>1$, we use the perturbation theory of linear operators to obtain existence of long time asymptotics of exponentials of unbounded additive functionals of Markov processes and establish the moderate deviation principle for the functionals. For stochastic differential equations with multiplicative noise, we show the hypercontractivity and the integrability based on Wang’s Harnack inequality. As an application of our general results, we obtain the existence of these asymptotics and the moderate deviation principle of additive functionals with quadratic growth for the stochastic differential equations with multiplicative noise under some explicit conditions on...
Gao, Fuqing
Under hypercontractivity and $L_p$-integrability of transition density for some $p>1$, we use the perturbation theory of linear operators to obtain existence of long time asymptotics of exponentials of unbounded additive functionals of Markov processes and establish the moderate deviation principle for the functionals. For stochastic differential equations with multiplicative noise, we show the hypercontractivity and the integrability based on Wang’s Harnack inequality. As an application of our general results, we obtain the existence of these asymptotics and the moderate deviation principle of additive functionals with quadratic growth for the stochastic differential equations with multiplicative noise under some explicit conditions on...
David, François; Kupiainen, Antti; Rhodes, Rémi; Vargas, Vincent
Liouville Quantum Field Theory (LQFT) can be seen as a probabilistic theory of 2d Riemannian metrics $e^{\phi (z)}|dz|^2$, conjecturally describing scaling limits of discrete $2d$-random surfaces. The law of the random field $\phi $ in LQFT depends on weights $\alpha \in \mathbb{R} $ that in classical Riemannian geometry parametrize power law singularities in the metric. A rigorous construction of LQFT has been carried out in [3] in the case when the weights are below the so called Seiberg bound: $\alpha
David, François; Kupiainen, Antti; Rhodes, Rémi; Vargas, Vincent
Liouville Quantum Field Theory (LQFT) can be seen as a probabilistic theory of 2d Riemannian metrics $e^{\phi (z)}|dz|^2$, conjecturally describing scaling limits of discrete $2d$-random surfaces. The law of the random field $\phi $ in LQFT depends on weights $\alpha \in \mathbb{R} $ that in classical Riemannian geometry parametrize power law singularities in the metric. A rigorous construction of LQFT has been carried out in [3] in the case when the weights are below the so called Seiberg bound: $\alpha
David, François; Kupiainen, Antti; Rhodes, Rémi; Vargas, Vincent
Liouville Quantum Field Theory (LQFT) can be seen as a probabilistic theory of 2d Riemannian metrics $e^{\phi (z)}|dz|^2$, conjecturally describing scaling limits of discrete $2d$-random surfaces. The law of the random field $\phi $ in LQFT depends on weights $\alpha \in \mathbb{R} $ that in classical Riemannian geometry parametrize power law singularities in the metric. A rigorous construction of LQFT has been carried out in [3] in the case when the weights are below the so called Seiberg bound: $\alpha
David, François; Kupiainen, Antti; Rhodes, Rémi; Vargas, Vincent
Liouville Quantum Field Theory (LQFT) can be seen as a probabilistic theory of 2d Riemannian metrics $e^{\phi (z)}|dz|^2$, conjecturally describing scaling limits of discrete $2d$-random surfaces. The law of the random field $\phi $ in LQFT depends on weights $\alpha \in \mathbb{R} $ that in classical Riemannian geometry parametrize power law singularities in the metric. A rigorous construction of LQFT has been carried out in [3] in the case when the weights are below the so called Seiberg bound: $\alpha
David, François; Kupiainen, Antti; Rhodes, Rémi; Vargas, Vincent
Liouville Quantum Field Theory (LQFT) can be seen as a probabilistic theory of 2d Riemannian metrics $e^{\phi (z)}|dz|^2$, conjecturally describing scaling limits of discrete $2d$-random surfaces. The law of the random field $\phi $ in LQFT depends on weights $\alpha \in \mathbb{R} $ that in classical Riemannian geometry parametrize power law singularities in the metric. A rigorous construction of LQFT has been carried out in [3] in the case when the weights are below the so called Seiberg bound: $\alpha
Guerra, Enrique; Ramírez, Alejandro F.
We prove that every random walk in a uniformly elliptic random environment satisfying the cone-mixing condition and a non-effective polynomial ballisticity condition with high enough degree has an asymptotic direction.
Guerra, Enrique; Ramírez, Alejandro F.
We prove that every random walk in a uniformly elliptic random environment satisfying the cone-mixing condition and a non-effective polynomial ballisticity condition with high enough degree has an asymptotic direction.
Guerra, Enrique; Ramírez, Alejandro F.
We prove that every random walk in a uniformly elliptic random environment satisfying the cone-mixing condition and a non-effective polynomial ballisticity condition with high enough degree has an asymptotic direction.