Recursos de colección
Project Euclid (Hosted at Cornell University Library) (191.996 recursos)
Electronic Communications in Probability
Electronic Communications in Probability
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...
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.
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.
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.
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...
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.
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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.
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.
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.
Urusov, Mikhail; Zervos, Mihail
We consider the decreasing and the increasing $r$-excessive functions $\varphi _r$ and $\psi _r$ that are associated with a one-dimensional conservative regular continuous strong Markov process $X$ with values in an interval with endpoints $\alpha < \beta $. We prove that the $r$-excessive local martingale $\bigl ( e^{-r (t \wedge T_\alpha )} \varphi _r (X_{t \wedge T_\alpha }) \bigr )$ $\bigl ($resp., $\bigl ( e^{-r (t \wedge T_\beta )} \psi _r (X_{t \wedge T_\beta }) \bigr ) \bigr )$ is a strict local martingale if the boundary point $\alpha $ (resp., $\beta $) is inaccessible and entrance, and a martingale...
Franke, Brice; Pène, Françoise; Wendler, Martin
Let $(S_n)_{n\in \mathbb{N} }$ be a $\mathbb{Z} $-valued random walk with increments from the domain of attraction of some $\alpha $-stable law and let $(\xi (i))_{i\in \mathbb{Z} }$ be a sequence of iid random variables. We want to investigate $U$-statistics indexed by the random walk $S_n$, that is $U_n:=\sum _{1\leq i
Ichiba, Tomoyuki; Sarantsev, Andrey
Consider a finite system of rank-based competing Brownian particles, where the drift and diffusion of each particle depend only on its current rank relative to other particles. We present a simple sufficient condition for absence of multiple collisions of a given order, continuing the earlier work by Bruggeman and Sarantsev (2015). Unlike in that paper, this new condition works even for infinite systems.
Kersting, Götz
We obtain complementary recurrence/transience criteria for processes $X=(X_n)_{n \ge 0}$ with values in $\mathbb R^d_+$ fulfilling a non-linear equation $X_{n+1}=MX_n+g(X_n)+ \xi _{n+1}$. Here $M$ denotes a primitive matrix having Perron-Frobenius eigenvalue 1, and $g$ denotes some function. The conditional expectation and variance of the noise $(\xi _{n+1})_{n \ge 0}$ are such that $X$ obeys a weak form of the Markov property. The results generalize criteria for the 1-dimensional case in [5].
Butez, Raphaël; Zeitouni, Ofer
We prove the universality of the large deviations principle for the empirical measures of zeros of random polynomials whose coefficients are i.i.d. random variables possessing a density with respect to the Lebesgue measure on $\mathbb{C} $, $\mathbb{R} $ or $\mathbb{R} ^+$, under the assumption that the density does not vanish too fast at zero and decays at least as $\exp -|x|^{\rho }$, $\rho >0$, at infinity.
Gurel-Gurevich, Ori; Nachmias, Asaf; Souto, Juan
In this note we show that a bounded degree planar triangulation is recurrent if and only if the set of accumulation points of some/any circle packing of it is polar (that is, planar Brownian motion avoids it with probability $1$). This generalizes a theorem of He and Schramm [6] who proved it when the set of accumulation points is either empty or a Jordan curve, in which case the graph has one end. We also show that this statement holds for any straight-line embedding with angles uniformly bounded away from $0$.
Kusuoka, Seiichiro; Takahashi, Hiroshi; Tamura, Yozo
We consider $d$-dimensional diffusion processes in multi-parameter random environments which are given by values at different $d$ points of one-dimensional $\alpha $-stable or $(r, \alpha )$-semi-stable Lévy processes. From the model, we derive some conditions of random environments that imply the dichotomy of recurrence and transience for the $d$-dimensional diffusion processes. The limiting behavior is quite different from that of a $d$-dimensional standard Brownian motion. We also consider the direct product of a one-dimensional diffusion process in a reflected non-positive Brownian environment and a one-dimensional standard Brownian motion. For the two-dimensional diffusion process, we show the transience property for almost...
Hajri, Hatem; Caglar, Mine; Arnaudon, Marc
We show how the theory of stochastic flows allows to recover in an elementary way a well known result of Warren on the sticky Brownian motion equation.
Ledesma, Diego S.
We give a heat flow derivation for the Godbillon Vey class. In particular we prove that if $(M,g)$ is a compact Riemannian manifold with a codimension 1 foliation $\mathcal{F} $, defined by an integrable 1-form $\omega $ such that $||\omega ||=1$, then the Godbillon-Vey class can be written as $[-\mathcal{A} \omega \wedge d\omega ]_{dR}$ for an operator $\mathcal{A} :\Omega ^*(M)\rightarrow \Omega ^*(M)$ induced by the heat flow.
Krishnan, Sunder Ram; Taylor, Jonathan E.; Adler, Robert J.
We study the a.s. convergence of a sequence of random embeddings of a fixed manifold into Euclidean spaces of increasing dimensions. We show that the limit is deterministic. As a consequence, we show that many intrinsic functionals of the embedded manifolds also converge to deterministic limits. Particularly interesting examples of these functionals are given by the Lipschitz-Killing curvatures, for which we also prove unbiasedness, using the Gaussian kinematic formula.
Erdős, László; Schröder, Dominik
We show that matrix elements of functions of $N\times N$ Wigner matrices fluctuate on a scale of order $N^{-1/2}$ and we identify the limiting fluctuation. Our result holds for any function $f$ of the matrix that has bounded variation thus considerably relaxing the regularity requirement imposed in [7, 11].
Ghosh, Subhroshekhar
We study the mutual regularity properties of Palm measures of point processes, and establish that a key determining factor for these properties is the rigidity-tolerance behaviour of the point process in question (for those processes that exhibit such behaviour). Thereby, we extend the results of [23], [2], [20] to new ensembles, particularly those that are devoid of any determinantal structure. These include the zeroes of the standard planar Gaussian analytic function and several others.