发布求助
文献互助 智能选刊 最新文献

Electronic Journal of Probability最新文献

筛选
英文 中文
Tightness for thick points in two dimensions 二维厚点的紧密性
IF 1.4 3区 数学
Electronic Journal of Probability Pub Date : 2022-03-27 DOI: 10.1214/23-ejp910
J. Rosen
{"title":"Tightness for thick points in two dimensions","authors":"J. Rosen","doi":"10.1214/23-ejp910","DOIUrl":"https://doi.org/10.1214/23-ejp910","url":null,"abstract":"Let $W_{t}$ be Brownian motion in the plane started at the origin and let $ theta$ be the first exit time of the unit disk $D_{1}$. Let [mu_{ theta } ( x,epsilon) =frac{1}{piepsilon^{ 2} }int_{0}^{ theta }1_{{ B( x,epsilon)}}( W_{t}),dt,] and set $mu^{ ast}_{ theta } (epsilon)=sup_{xin D_{1}}mu_{ theta } ( x,epsilon)$. We show that [sqrt{mu^{ast}_{theta} (epsilon)}-sqrt{2/pi} left(log epsilon^{-1}- frac{1}{2}loglog epsilon^{-1}right)] is tight.","PeriodicalId":50538,"journal":{"name":"Electronic Journal of Probability","volume":null,"pages":null},"PeriodicalIF":1.4,"publicationDate":"2022-03-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48828452","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Local time penalizations with various clocks for Lévy processes Lévy过程中使用各种时钟的本地时间惩罚
IF 1.4 3区 数学
Electronic Journal of Probability Pub Date : 2022-03-16 DOI: 10.1214/23-ejp903
Shosei Takeda, K. Yano
{"title":"Local time penalizations with various clocks for Lévy processes","authors":"Shosei Takeda, K. Yano","doi":"10.1214/23-ejp903","DOIUrl":"https://doi.org/10.1214/23-ejp903","url":null,"abstract":"Several long-time limit theorems of one-dimensional Lévy processes weighted and normalized by functions of the local time are studied. The long-time limits are taken via certain families of random times, called clocks: exponential clock, hitting time clock, two-point hitting time clock and inverse local time clock. The limit measure can be characterized via a certain martingale expressed by an invariant function for the process killed upon hitting zero. The limit processes may differ according to the choice of the clocks when the original Lévy process is recurrent and of finite variance.","PeriodicalId":50538,"journal":{"name":"Electronic Journal of Probability","volume":null,"pages":null},"PeriodicalIF":1.4,"publicationDate":"2022-03-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"47058314","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Branching Brownian motion in a periodic environment and existence of pulsating traveling waves 周期环境中的分支布朗运动与脉动行波的存在
IF 1.4 3区 数学
Electronic Journal of Probability Pub Date : 2022-02-23 DOI: 10.1214/23-ejp960
Y-X. Ren, R. Song, Fan Yang
{"title":"Branching Brownian motion in a periodic environment and existence of pulsating traveling waves","authors":"Y-X. Ren, R. Song, Fan Yang","doi":"10.1214/23-ejp960","DOIUrl":"https://doi.org/10.1214/23-ejp960","url":null,"abstract":"We study the limits of the additive and derivative martingales of one-dimensional branching Brownian motion in a periodic environment. Then we prove the existence of pulsating travelling wave solutions of the corresponding F-KPP equation in the supercritical and critical cases by representing the solutions probabilistically in terms of the limits of the additive and derivative martingales. We also prove that there is no pulsating travelling wave solution in the subcritical case. Our main tools are the spine decomposition and martingale change of measures.","PeriodicalId":50538,"journal":{"name":"Electronic Journal of Probability","volume":null,"pages":null},"PeriodicalIF":1.4,"publicationDate":"2022-02-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45044438","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Subadditive theorems in time-dependent environments 时变环境中的次加性定理
IF 1.4 3区 数学
Electronic Journal of Probability Pub Date : 2022-02-15 DOI: 10.1214/23-ejp990
Yuming Zhang, Andrej Zlatoš
{"title":"Subadditive theorems in time-dependent environments","authors":"Yuming Zhang, Andrej Zlatoš","doi":"10.1214/23-ejp990","DOIUrl":"https://doi.org/10.1214/23-ejp990","url":null,"abstract":"We prove time-dependent versions of Kingman's subadditive ergodic theorem, which can be used to study stochastic processes as well as propagation of solutions to PDE in time-dependent environments.","PeriodicalId":50538,"journal":{"name":"Electronic Journal of Probability","volume":null,"pages":null},"PeriodicalIF":1.4,"publicationDate":"2022-02-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"46974226","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Functional convergence to the local time of a sticky diffusion 粘滞扩散的局部时间泛函收敛
IF 1.4 3区 数学
Electronic Journal of Probability Pub Date : 2022-02-08 DOI: 10.1214/23-ejp972
Alexis Anagnostakis
{"title":"Functional convergence to the local time of a sticky diffusion","authors":"Alexis Anagnostakis","doi":"10.1214/23-ejp972","DOIUrl":"https://doi.org/10.1214/23-ejp972","url":null,"abstract":"We prove the convergence of a class of high frequency path-functionals of a sticky diffusion to its local time. First, we prove this for the sticky Brownian motion. Then, we extend the result to sticky stochastic differential equations. We combine the local time approximation with an approximation of the occupation time to set up a consistent stickiness estimator. Last, we perform numerical experiments to assess the properties of the stickiness estimator and the local time approximation.","PeriodicalId":50538,"journal":{"name":"Electronic Journal of Probability","volume":null,"pages":null},"PeriodicalIF":1.4,"publicationDate":"2022-02-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44569516","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
The wave speed of an FKPP equation with jumps via coordinated branching 通过协调分支具有跳跃的FKPP方程的波速
IF 1.4 3区 数学
Electronic Journal of Probability Pub Date : 2022-01-20 DOI: 10.1214/23-ejp958
T. Rosati, Andr'as T'obi'as
{"title":"The wave speed of an FKPP equation with jumps via coordinated branching","authors":"T. Rosati, Andr'as T'obi'as","doi":"10.1214/23-ejp958","DOIUrl":"https://doi.org/10.1214/23-ejp958","url":null,"abstract":"We consider a Fisher-KPP equation with nonlinear selection driven by a Poisson random measure. We prove that the equation admits a unique wave speed $ mathfrak{s}>0 $ given by $frac{mathfrak{s}^{2}}{2} = int_{[0, 1]}frac{ log{(1 + y)}}{y} mathfrak{R}( mathrm d y)$ where $ mathfrak{R} $ is the intensity of the impacts of the driving noise. Our arguments are based on upper and lower bounds via a quenched duality with a coordinated system of branching Brownian motions.","PeriodicalId":50538,"journal":{"name":"Electronic Journal of Probability","volume":null,"pages":null},"PeriodicalIF":1.4,"publicationDate":"2022-01-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"47631801","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Time reversal of spinal processes for linear and non-linear branching processes near stationarity 接近平稳的线性和非线性分支过程脊柱过程的时间反转
IF 1.4 3区 数学
Electronic Journal of Probability Pub Date : 2022-01-13 DOI: 10.1214/23-ejp911
Benoît Henry, S. M'el'eard, V. Tran
{"title":"Time reversal of spinal processes for linear and non-linear branching processes near stationarity","authors":"Benoît Henry, S. M'el'eard, V. Tran","doi":"10.1214/23-ejp911","DOIUrl":"https://doi.org/10.1214/23-ejp911","url":null,"abstract":"We consider a stochastic individual-based population model with competition, trait-structure affecting reproduction and survival, and changing environment. The changes of traits are described by jump processes, and the dynamics can be approximated in large population by a non-linear PDE with a non-local mutation operator. Using the fact that this PDE admits a non-trivial stationary solution, we can approximate the non-linear stochastic population process by a linear birth-death process where the interactions are frozen, as long as the population remains close to this equilibrium. This allows us to derive, when the population is large, the equation satisfied by the ancestral lineage of an individual uniformly sampled at a fixed time $T$, which is the path constituted of the traits of the ancestors of this individual in past times $tleq T$. This process is a time inhomogeneous Markov process, but we show that the time reversal of this process possesses a very simple structure (e.g. time-homogeneous and independent of $T$). This extends recent results where the authors studied a similar model with a Laplacian operator but where the methods essentially relied on the Gaussian nature of the mutations.","PeriodicalId":50538,"journal":{"name":"Electronic Journal of Probability","volume":null,"pages":null},"PeriodicalIF":1.4,"publicationDate":"2022-01-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"41947489","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
Large deviations for Ablowitz-Ladik lattice, and the Schur flow Ablowitz-Ladik晶格和Schur流的大偏差
IF 1.4 3区 数学
Electronic Journal of Probability Pub Date : 2022-01-10 DOI: 10.1214/23-EJP941
Guido Mazzuca, Ronan Memin
{"title":"Large deviations for Ablowitz-Ladik lattice, and the Schur flow","authors":"Guido Mazzuca, Ronan Memin","doi":"10.1214/23-EJP941","DOIUrl":"https://doi.org/10.1214/23-EJP941","url":null,"abstract":"We consider the Generalized Gibbs ensemble of the Ablowitz-Ladik lattice, and the Schur flow. We derive large deviations principles for the distribution of the empirical measures of the equilibrium measures for these ensembles. As a consequence, we deduce their almost sure convergence. Moreover, we are able to characterize their limit in terms of the equilibrium measure of the Circular, and the Jacobi beta ensemble respectively.","PeriodicalId":50538,"journal":{"name":"Electronic Journal of Probability","volume":null,"pages":null},"PeriodicalIF":1.4,"publicationDate":"2022-01-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42646790","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 4
Entanglement percolation and spheres in Zd Zd中的纠缠渗流和球体
IF 1.4 3区 数学
Electronic Journal of Probability Pub Date : 2022-01-01 DOI: 10.1214/22-ejp816
O. Couronne
{"title":"Entanglement percolation and spheres in Zd","authors":"O. Couronne","doi":"10.1214/22-ejp816","DOIUrl":"https://doi.org/10.1214/22-ejp816","url":null,"abstract":"","PeriodicalId":50538,"journal":{"name":"Electronic Journal of Probability","volume":null,"pages":null},"PeriodicalIF":1.4,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"49614268","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Shaken dynamics on the 3d cubic lattice 三维立方晶格上的振动动力学
IF 1.4 3区 数学
Electronic Journal of Probability Pub Date : 2022-01-01 DOI: 10.1214/22-ejp803
B. Scoppola, A. Troiani, Matteo Veglianti
{"title":"Shaken dynamics on the 3d cubic lattice","authors":"B. Scoppola, A. Troiani, Matteo Veglianti","doi":"10.1214/22-ejp803","DOIUrl":"https://doi.org/10.1214/22-ejp803","url":null,"abstract":"On the space of $pm 1$ spin configurations on the 3$d$-square lattice, we consider the emph{shaken dynamics}, a parallel Markovian dynamics that can be interpreted in terms of Probabilistic Cellular Automata. The transition probabilities are defined in terms of pair ferromagnetic Ising-type Hamiltonians with nearest neighbor interaction $J$, depending on an additional parameter $q$, measuring the tendency of the system to remain locally in the same state. Odd times and even times have different transition probabilities. We compute the stationary measure of the shaken dynamics and we investigate its relation with the Gibbs measure for the 3$d$ Ising model. It turns out that the two parameters $J$ and $q$ tune the geometry of the underlying lattice. We conjecture the existence of unique line of critical points in $J-q$ plane. By a judicious use of perturbative methods we delimit the region where such curve must lie and we perform numerical simulation to determine it. Our method allows us to find in a unified way the critical values of $J$ for Ising model with first neighbors interaction, defined on a whole class of lattices, intermediate between the two-dimensional hexagonal and the three-dimensional cubic one, such as, for example, the tetrahedral lattice. Finally we estimate the critical exponents of the magnetic susceptibility and show that our model captures a dimensional transition in the geometry of the system at $q = 0$.","PeriodicalId":50538,"journal":{"name":"Electronic Journal of Probability","volume":null,"pages":null},"PeriodicalIF":1.4,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"46057265","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
首页 上一页
0
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
提示
您的信息不完整，为了账户安全，请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
现在去查看 取消
×
提示
确定
请完成安全验证×
相关产品
×
本文献相关产品
联系我们：info@booksci.cn Book学术提供免费学术资源搜索服务，方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。 Copyright © 2023 布克学术 All rights reserved.
京ICP备2023020795号-1
ghs 京公网安备 11010802042870号
Book学术文献互助
Book学术文献互助群
群 号：481959085
Book学术官方微信