Recursos de colección

Project Euclid (Hosted at Cornell University Library) (192.977 recursos)

Electronic Communications in Probability

1. The frog model with drift on $\mathbb{R}$

Rosenberg, Joshua
Consider a Poisson process on $\mathbb{R}$ with intensity $f$ where $0 \leq f(x)<\infty$ for ${x}\geq 0$ and ${f(x)}=0$ for $x<0$. The “points” of the process represent sleeping frogs. In addition, there is one active frog initially located at the origin. At time ${t}=0$ this frog begins performing Brownian motion with leftward drift $\lambda$ (i.e. its motion is a random process of the form ${B}_{t}-\lambda{t}$). Any time an active frog arrives at a point where a sleeping frog is residing, the sleeping frog becomes active and begins performing Brownian motion with leftward drift $\lambda$, independently of...

2. Survival asymptotics for branching random walks in IID environments

Engländer, János; Peres, Yuval
We first study a model, introduced recently in [4], of a critical branching random walk in an IID random environment on the $d$-dimensional integer lattice. The walker performs critical (0-2) branching at a lattice point if and only if there is no ‘obstacle’ placed there. The obstacles appear at each site with probability $p\in [0,1)$ independently of each other. We also consider a similar model, where the offspring distribution is subcritical. ¶ Let $S_n$ be the event of survival up to time $n$. We show that on a set of full $\mathbb P_p$-measure, as $n\to \infty$, $P^{\omega }(S_n)\sim 2/(qn)$ in the...

3. About the constants in the Fuk-Nagaev inequalities

Rio, Emmanuel
In this paper we give efficient constants in the Fuk-Nagaev inequalities. Next we derive new upper bounds on the weak norms of martingales from our Fuk-Nagaev type inequality.

4. An elementary approach to Gaussian multiplicative chaos

Berestycki, Nathanaël
A completely elementary and self-contained proof of convergence of Gaussian multiplicative chaos is given. The argument shows further that the limiting random measure is nontrivial in the entire subcritical phase $(\gamma < \sqrt{2d} )$ and that the limit is universal (i.e., the limiting measure is independent of the regularisation of the underlying field).

5. Kesten’s incipient infinite cluster and quasi-multiplicativity of crossing probabilities

Basu, Deepan; Sapozhnikov, Artem
In this paper we consider Bernoulli percolation on an infinite connected bounded degrees graph $G$. Assuming the uniqueness of the infinite open cluster and a quasi-multiplicativity of crossing probabilities, we prove the existence of Kesten’s incipient infinite cluster. We show that our assumptions are satisfied if $G$ is a slab $\mathbb{Z} ^2\times \{0,\ldots ,k\}^{d-2}$ ($d\geq 2$, $k\geq 0$). We also argue that the quasi-multiplicativity assumption should hold for $G=\mathbb{Z} ^d$ when $d<6$, but not when $d>6$.

6. Two observations on the capacity of the range of simple random walks on $\mathbb{Z} ^3$ and $\mathbb{Z} ^4$

Chang, Yinshan
We prove a weak law of large numbers for the capacity of the range of simple random walks on $\mathbb{Z} ^{4}$. On $\mathbb{Z} ^{3}$, we show that the capacity, properly scaled, converges in distribution towards the corresponding quantity for three dimensional Brownian motion. The paper answers two of the three open questions raised by Asselah, Schapira and Sousi in [2, Section 6].

7. Stein type characterization for $G$-normal distributions

Hu, Mingshang; Peng, Shige; Song, Yongsheng
In this article, we provide a Stein type characterization for $G$-normal distributions: Let $\mathcal{N} [\varphi ]=\sup _{\mu \in \Theta }\mu [\varphi ],\ \varphi \in C_{b,Lip}(\mathbb{R} ),$ be a sublinear expectation. $\mathcal{N}$ is $G$-normal if and only if for any $\varphi \in C_b^2(\mathbb{R} )$, we have $\int _\mathbb{R} [\frac{x} {2}\varphi '(x)-G(\varphi ''(x))]\mu ^\varphi (dx)=0,$ where $\mu ^\varphi$ is a realization of $\varphi$ associated with $\mathcal{N}$, i.e., $\mu ^\varphi \in \Theta$ and $\mu ^\varphi [\varphi ]=\mathcal{N} [\varphi ]$.

8. Note on A. Barbour’s paper on Stein’s method for diffusion approximations

Kasprzak, Mikołaj J.; Duncan, Andrew B.; Vollmer, Sebastian J.
In [2] foundations for diffusion approximation via Stein’s method are laid. This paper has been cited more than 130 times and is a cornerstone in the area of Stein’s method (see, for example, its use in [1] or [7]). A semigroup argument is used in [2] to solve a Stein equation for Gaussian diffusion approximation. We prove that, contrary to the claim in [2], the semigroup considered therein is not strongly continuous on the Banach space of continuous, real-valued functions on $D[0,1]$ growing slower than a cubic, equipped with an appropriate norm. We also provide a proof of the exact...

9. Improved bounds for the mixing time of the random-to-random shuffle

Qin, Chuan; Morris, Ben
We prove an upper bound of $1.5321 n \log n$ for the mixing time of the random-to-random insertion shuffle, improving on the best known upper bound of $2 n \log n$. Our proof is based on the analysis of a non-Markovian coupling.

10. The existence phase transition for two Poisson random fractal models

Broman, Erik I.; Jonasson, Johan; Tykesson, Johan
In this paper we study the existence phase transition of the random fractal ball model and the random fractal box model. We show that both of these are in the empty phase at the critical point of this phase transition.

11. Galton-Watson probability contraction

Podder, Moumanti; Spencer, Joel
We are concerned with exploring the probabilities of first order statements for Galton-Watson trees with $Poisson(c)$ offspring distribution. Fixing a positive integer $k$, we exploit the $k$-move Ehrenfeucht game on rooted trees for this purpose. Let $\Sigma$, indexed by $1 \leq j \leq m$, denote the finite set of equivalence classes arising out of this game, and $D$ the set of all probability distributions over $\Sigma$. Let $x_{j}(c)$ denote the true probability of the class $j \in \Sigma$ under $Poisson(c)$ regime, and $\vec{x} (c)$ the true probability vector over all the equivalence classes. Then we are able...

12. Remarks on spectral gaps on the Riemannian path space

Fang, Shizan; Wu, Bo
In this paper, we will give some remarks on links between the spectral gap of the Ornstein-Uhlenbeck operator on the Riemannian path space with lower and upper bounds of the Ricci curvature on the base manifold; this work was motivated by a recent work of A. Naber on the characterization of the bound of the Ricci curvature by analysis of path spaces.

13. Convergence of complex martingales in the branching random walk: the boundary

Kolesko, Konrad; Meiners, Matthias
Biggins [Uniform convergence of martingales in the branching random walk. Ann. Probab., 20(1):137–151, 1992] proved local uniform convergence of additive martingales in $d$-dimensional supercritical branching random walks at complex parameters $\lambda$ from an open set $\Lambda \subseteq \mathbb{C} ^d$. We investigate the martingales corresponding to parameters from the boundary $\partial \Lambda$ of $\Lambda$. The boundary can be decomposed into several parts. We demonstrate by means of an example that there may be a part of the boundary, on which the martingales do not exist. Where the martingales exist, they may diverge, vanish in the limit or converge...

14. Some connections between permutation cycles and Touchard polynomials and between permutations that fix a set and covers of multisets

Pinsky, Ross G.
We present a new proof of a fundamental result concerning cycles of random permutations which gives some intuition for the connection between Touchard polynomials and the Poisson distribution. We also introduce a rather novel permutation statistic and study its distribution. This quantity, indexed by $m$, is the number of sets of size $m$ fixed by the permutation. This leads to a new and simpler derivation of the exponential generating function for the number of covers of certain multisets.

15. Self-averaging sequences which fail to converge

Cator, Eric; Don, Henk
We consider self-averaging sequences in which each term is a weighted average over previous terms. For several sequences of this kind it is known that they do not converge to a limit. These sequences share the property that $n$th term is mainly based on terms around a fixed fraction of $n$. We give a probabilistic interpretation to such sequences and give weak conditions under which it is natural to expect non-convergence. Our methods are illustrated by application to the group Russian roulette problem.

16. Erratum: Optimal linear drift for the speed of convergence of an hypoelliptic diffusion

Guillin, Arnaud; Monmarché, Pierre
Erratum for Optimal linear drift for the speed of convergence of an hypoelliptic diffusion, A. Guillin, and P. Monmarché, Electron. Commun. Probab. 21 (2016), paper no. 74, 14 pp. doi:10.1214/16-ECP25.

17. First passage percolation on a hyperbolic graph admits bi-infinite geodesics

Benjamini, Itai; Tessera, Romain
Given an infinite connected graph, a way to randomly perturb its metric is to assign random i.i.d. lengths to the edges. An open question attributed to Furstenberg ([14]) is whether there exists a bi-infinite geodesic in first passage percolation on the euclidean lattice of dimension at least 2. Although the answer is generally conjectured to be negative, we give a positive answer for graphs satisfying some negative curvature assumption. Assuming only strict positivity and finite expectation of the random lengths, we prove that if a graph $X$ has bounded degree and contains a Morse geodesic (e.g. is non-elementary Gromov hyperbolic), then almost...

18. Indicable groups and $p_c<1$

Raoufi, Aran; Yadin, Ariel
A conjecture of Benjamini & Schramm from 1996 states that any finitely generated group that is not a finite extension of $\mathbb{Z}$ has a non-trivial percolation phase. Our main results prove this conjecture for certain groups, and in particular prove that any group with a non-trivial homomorphism into the additive group of real numbers satisfies the conjecture. We use this to reduce the conjecture to the case of hereditary just-infinite groups. ¶ The novelty here is mainly in the methods used, combining the methods of EIT and evolving sets, and using the algebraic properties of the group to apply these methods.

19. The set of connective constants of Cayley graphs contains a Cantor space

Martineau, Sébastien
The connective constant of a transitive graph is the exponential growth rate of its number of self-avoiding walks. We prove that the set of connective constants of the so-called Cayley graphs contains a Cantor set. In particular, this set has the cardinality of the continuum.

20. Product space for two processes with independent increments under nonlinear expectations

Gao, Qiang; Hu, Mingshang; Ji, Xiaojun; Liu, Guomin
In this paper, we consider the product space for two processes with independent increments under nonlinear expectations. By introducing a discretization method, we construct a nonlinear expectation under which the given two processes can be seen as a new process with independent increments.

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