Electronic Communications in Probability最新文献

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A new three-dimensional extension of Bougerol’s identity in law 布热罗特性在法律中的新的三维扩展
IF 0.5 4区 数学
Electronic Communications in Probability Pub Date : 2024-01-01 DOI: 10.1214/24-ecp577
Kolitha Perera
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引用次数: 0
Asymptotics of the rate function in the large deviation principle for sums of independent identically distributed random variables 独立同分布随机变量之和的大偏差原理中速率函数的渐近性
IF 0.5 4区 数学
Electronic Communications in Probability Pub Date : 2024-01-01 DOI: 10.1214/24-ecp584
I. Pinelis
{"title":"Asymptotics of the rate function in the large deviation principle for sums of independent identically distributed random variables","authors":"I. Pinelis","doi":"10.1214/24-ecp584","DOIUrl":"https://doi.org/10.1214/24-ecp584","url":null,"abstract":"","PeriodicalId":50543,"journal":{"name":"Electronic Communications in Probability","volume":null,"pages":null},"PeriodicalIF":0.5,"publicationDate":"2024-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140517286","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"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
Nonequilibrium moderate deviations from hydrodynamics of the simple symmetric exclusion process 简单对称排斥过程的非平衡流体力学适度偏差
IF 0.5 4区 数学
Electronic Communications in Probability Pub Date : 2024-01-01 DOI: 10.1214/24-ecp573
Xiaofeng Xue
{"title":"Nonequilibrium moderate deviations from hydrodynamics of the simple symmetric exclusion process","authors":"Xiaofeng Xue","doi":"10.1214/24-ecp573","DOIUrl":"https://doi.org/10.1214/24-ecp573","url":null,"abstract":"","PeriodicalId":50543,"journal":{"name":"Electronic Communications in Probability","volume":null,"pages":null},"PeriodicalIF":0.5,"publicationDate":"2024-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140516176","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"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
Some duality results for equivalence couplings and total variation 等价耦合和总变异的一些对偶性结果
IF 0.5 4区 数学
Electronic Communications in Probability Pub Date : 2024-01-01 DOI: 10.1214/24-ecp586
L. Pratelli, P. Rigo
{"title":"Some duality results for equivalence couplings and total variation","authors":"L. Pratelli, P. Rigo","doi":"10.1214/24-ecp586","DOIUrl":"https://doi.org/10.1214/24-ecp586","url":null,"abstract":". Let (Ω , F ) be a standard Borel space and P ( F ) the collection of all probability measures on F . Let E ⊂ Ω × Ω be a measurable equivalence relation, that is, E ∈ F⊗F and the relation on Ω defined as x ∼ y ⇔ ( x,y ) ∈ E is reflexive, symmetric and transitive. It is shown that there are two σ -fields G 0 and G 1 on Ω such that, for all µ, ν ∈ P ( F ),","PeriodicalId":50543,"journal":{"name":"Electronic Communications in Probability","volume":null,"pages":null},"PeriodicalIF":0.5,"publicationDate":"2024-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140519377","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"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
Large deviations for the longest alternating and the longest increasing subsequence in a random permutation avoiding a pattern of length three 避免长度为 3 的模式的随机排列中最长交替子序列和最长递增子序列的大偏差
IF 0.5 4区 数学
Electronic Communications in Probability Pub Date : 2024-01-01 DOI: 10.1214/24-ecp579
Ross G. Pinsky
{"title":"Large deviations for the longest alternating and the longest increasing subsequence in a random permutation avoiding a pattern of length three","authors":"Ross G. Pinsky","doi":"10.1214/24-ecp579","DOIUrl":"https://doi.org/10.1214/24-ecp579","url":null,"abstract":"","PeriodicalId":50543,"journal":{"name":"Electronic Communications in Probability","volume":null,"pages":null},"PeriodicalIF":0.5,"publicationDate":"2024-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140523384","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"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
Cutoff in the Bernoulli-Laplace urn model with swaps of order n 具有 n 阶交换的伯努利-拉普拉斯瓮模型中的截止点
IF 0.5 4区 数学
Electronic Communications in Probability Pub Date : 2024-01-01 DOI: 10.1214/23-ecp569
Joseph S. Alameda, Caroline Bang, Zachary Brennan, David P. Herzog, Jurgen Kritschgau, Elizabeth Sprangel
{"title":"Cutoff in the Bernoulli-Laplace urn model with swaps of order n","authors":"Joseph S. Alameda, Caroline Bang, Zachary Brennan, David P. Herzog, Jurgen Kritschgau, Elizabeth Sprangel","doi":"10.1214/23-ecp569","DOIUrl":"https://doi.org/10.1214/23-ecp569","url":null,"abstract":"","PeriodicalId":50543,"journal":{"name":"Electronic Communications in Probability","volume":null,"pages":null},"PeriodicalIF":0.5,"publicationDate":"2024-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139458360","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"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
On the spine of the two-particle Fleming-Viot process driven by Brownian motion 论布朗运动驱动的双粒子弗莱明-维奥特过程的脊柱
IF 0.5 4区 数学
Electronic Communications in Probability Pub Date : 2024-01-01 DOI: 10.1214/24-ecp581
Krzysztof Burdzy, Tvrtko Tadi
{"title":"On the spine of the two-particle Fleming-Viot process driven by Brownian motion","authors":"Krzysztof Burdzy, Tvrtko Tadi","doi":"10.1214/24-ecp581","DOIUrl":"https://doi.org/10.1214/24-ecp581","url":null,"abstract":"","PeriodicalId":50543,"journal":{"name":"Electronic Communications in Probability","volume":null,"pages":null},"PeriodicalIF":0.5,"publicationDate":"2024-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140524245","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"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
Extended Lévy’s theorem for a two-sided reflection 双面反射的扩展莱维定理
IF 0.5 4区 数学
Electronic Communications in Probability Pub Date : 2024-01-01 DOI: 10.1214/24-ecp576
Benjamin Housley
{"title":"Extended Lévy’s theorem for a two-sided reflection","authors":"Benjamin Housley","doi":"10.1214/24-ecp576","DOIUrl":"https://doi.org/10.1214/24-ecp576","url":null,"abstract":"","PeriodicalId":50543,"journal":{"name":"Electronic Communications in Probability","volume":null,"pages":null},"PeriodicalIF":0.5,"publicationDate":"2024-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140518937","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"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
On the size of earthworm’s trail 蚯蚓的足迹大小
4区 数学
Electronic Communications in Probability Pub Date : 2023-01-01 DOI: 10.1214/23-ecp556
Krzysztof Burdzy, Shi Feng, Daisuke Shiraishi
{"title":"On the size of earthworm’s trail","authors":"Krzysztof Burdzy, Shi Feng, Daisuke Shiraishi","doi":"10.1214/23-ecp556","DOIUrl":"https://doi.org/10.1214/23-ecp556","url":null,"abstract":"We investigate the number of holes created by an “earthworm” moving on the two-dimensional integer lattice. The earthworm is modeled by a simple random walk. At the initial time, all vertices are filled with grains of soil except for the position of the earthworm. At each step, the earthworm pushes the soil in the direction of its motion. It leaves a hole (an empty vertex with no grain of soil) behind it. If there are holes in front of the earthworm (in the direction of its step), the closest hole is filled with a grain of soil. Thus the number of holes increases by 1 or remains unchanged at every step. We show that the number of holes is at least O(n3∕4)after n steps.","PeriodicalId":50543,"journal":{"name":"Electronic Communications in Probability","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135704384","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"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
Small ball probabilities and large deviations for grey Brownian motion 灰色布朗运动的小球概率和大偏差
4区 数学
Electronic Communications in Probability Pub Date : 2023-01-01 DOI: 10.1214/23-ecp555
Stefan Gerhold
{"title":"Small ball probabilities and large deviations for grey Brownian motion","authors":"Stefan Gerhold","doi":"10.1214/23-ecp555","DOIUrl":"https://doi.org/10.1214/23-ecp555","url":null,"abstract":"We show that the uniform norm of generalized grey Brownian motion over the unit interval has an analytic density, excluding the special case of fractional Brownian motion. Our main result is an asymptotic expansion for the small ball probability of generalized grey Brownian motion, which extends to other norms on path space. The decay rate is not exponential but polynomial, of degree two. For the uniform norm and the Hölder norm, we also prove a large deviations estimate.","PeriodicalId":50543,"journal":{"name":"Electronic Communications in Probability","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135704906","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"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
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