发布求助
文献互助 智能选刊 最新文献

Electronic Communications in Probability最新文献

筛选
英文 中文
An application of the Gaussian correlation inequality to the small deviations for a Kolmogorov diffusion 高斯相关不等式在Kolmogorov扩散小偏差中的应用
IF 0.5 4区 数学
Electronic Communications in Probability Pub Date : 2021-11-14 DOI: 10.1214/22-ecp459
M. Carfagnini
{"title":"An application of the Gaussian correlation inequality to the small deviations for a Kolmogorov diffusion","authors":"M. Carfagnini","doi":"10.1214/22-ecp459","DOIUrl":"https://doi.org/10.1214/22-ecp459","url":null,"abstract":"We consider an iterated Kolmogorov diffusion X t of step n . The small ball problem for X t is solved by means of the Gaussian correlation inequality. We also prove Chung’s laws of iterated logarithm for X t both at time zero and infinity.","PeriodicalId":50543,"journal":{"name":"Electronic Communications in Probability","volume":null,"pages":null},"PeriodicalIF":0.5,"publicationDate":"2021-11-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48198342","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: 1
Marchenko-Pastur law for a random tensor model 随机张量模型的Marchenko-Pastur定律
IF 0.5 4区 数学
Electronic Communications in Probability Pub Date : 2021-11-08 DOI: 10.1214/23-ecp527
P. Yaskov
{"title":"Marchenko-Pastur law for a random tensor model","authors":"P. Yaskov","doi":"10.1214/23-ecp527","DOIUrl":"https://doi.org/10.1214/23-ecp527","url":null,"abstract":"We study the limiting spectral distribution of large-dimensional sample covariance matrices associated with symmetric random tensors formed by $binom{n}{d}$ different products of $d$ variables chosen from $n$ independent standardized random variables. We find optimal sufficient conditions for this distribution to be the Marchenko-Pastur law in the case $d=d(n)$ and $ntoinfty$. Our conditions reduce to $d^2=o(n)$ when the variables have uniformly bounded fourth moments. The proofs are based on a new concentration inequality for quadratic forms in symmetric random tensors and a law of large numbers for elementary symmetric random polynomials.","PeriodicalId":50543,"journal":{"name":"Electronic Communications in Probability","volume":null,"pages":null},"PeriodicalIF":0.5,"publicationDate":"2021-11-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44325550","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: 1
TAP equations are repulsive TAP方程具有排斥性
IF 0.5 4区 数学
Electronic Communications in Probability Pub Date : 2021-11-03 DOI: 10.1214/22-ecp505
Stephan Gufler, Jan Lukas Igelbrink, N. Kistler
{"title":"TAP equations are repulsive","authors":"Stephan Gufler, Jan Lukas Igelbrink, N. Kistler","doi":"10.1214/22-ecp505","DOIUrl":"https://doi.org/10.1214/22-ecp505","url":null,"abstract":"We show that for low enough temperatures, but still above the AT line, the Jacobian of the TAP equations for the SK model has a macroscopic fraction of eigenvalues outside the unit interval. This provides a simple explanation for the numerical instability of the fixed points, which thus occurs already in high temperature. The insight leads to some algorithmic considerations on the low temperature regime, also briefly discussed.","PeriodicalId":50543,"journal":{"name":"Electronic Communications in Probability","volume":null,"pages":null},"PeriodicalIF":0.5,"publicationDate":"2021-11-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43099481","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: 3
The Boué–Dupuis formula and the exponential hypercontractivity in the Gaussian space bou<s:1> - dupuis公式与高斯空间中的指数超收缩性
IF 0.5 4区 数学
Electronic Communications in Probability Pub Date : 2021-10-28 DOI: 10.1214/22-ECP461
Yuu Hariya, S. Watanabe
{"title":"The Boué–Dupuis formula and the exponential hypercontractivity in the Gaussian space","authors":"Yuu Hariya, S. Watanabe","doi":"10.1214/22-ECP461","DOIUrl":"https://doi.org/10.1214/22-ECP461","url":null,"abstract":"This paper concerns a variational representation formula for Wiener functionals. Let B = { B t } t ≥ 0 be a standard d -dimensional Brownian motion. Boué and Dupuis (1998) showed that, for any bounded measurable functional F ( B ) of B up to time 1 , the expectation E (cid:104) e F ( B ) (cid:105) admits a variational representation in terms of drifted Brownian motions. In this paper, with a slight modification of insightful reasoning by Lehec (2013) allowing also F ( B ) to be a functional of B over the whole time interval, we prove that the Boué–Dupuis formula holds true provided that both e F ( B ) and F ( B ) are integrable, relaxing conditions in earlier works. We also show that the formula implies the exponential hypercontractivity of the Ornstein–Uhlenbeck semigroup in R d , and hence, due to their equivalence, implies the logarithmic Sobolev inequality in the d -dimensional Gaussian space.","PeriodicalId":50543,"journal":{"name":"Electronic Communications in Probability","volume":null,"pages":null},"PeriodicalIF":0.5,"publicationDate":"2021-10-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"41409898","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: 2
On random disc-polygons in a disc-polygon 在圆盘多边形中的随机圆盘多边形上
IF 0.5 4区 数学
Electronic Communications in Probability Pub Date : 2021-10-23 DOI: 10.1214/23-ecp515
F. Fodor, P. Kevei, V. V'igh
{"title":"On random disc-polygons in a disc-polygon","authors":"F. Fodor, P. Kevei, V. V'igh","doi":"10.1214/23-ecp515","DOIUrl":"https://doi.org/10.1214/23-ecp515","url":null,"abstract":"We prove asymptotic formulas for the expectation of the vertex number and missed area of uniform random disc-polygons in convex disc-polygons. Our statements are the $r$-convex analogues of the classical results of R'enyi and Sulanke (1964) about random polygons in convex polygons.","PeriodicalId":50543,"journal":{"name":"Electronic Communications in Probability","volume":null,"pages":null},"PeriodicalIF":0.5,"publicationDate":"2021-10-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42366962","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: 1
Global existence for quadratic FBSDE systems and application to stochastic differential games 二次型FBSDE系统的全局存在性及其在随机微分对策中的应用
IF 0.5 4区 数学
Electronic Communications in Probability Pub Date : 2021-10-04 DOI: 10.1214/23-ecp513
Joe Jackson
{"title":"Global existence for quadratic FBSDE systems and application to stochastic differential games","authors":"Joe Jackson","doi":"10.1214/23-ecp513","DOIUrl":"https://doi.org/10.1214/23-ecp513","url":null,"abstract":"In this note, we extend some recent results on systems of backward stochastic differential equations (BSDEs) with quadratic growth to the case of coupled forward-backward stochastic differential equations (FBSDEs). We work in a Markovian setting, and use results from the quadratic BSDE literature together with PDE techniques to obtain a-priori estimates which lead to an existence result. We also identify a general class of stochastic differential games whose corresponding FBSDE systems are covered by our main existence result. This leads to the existence of Markovian Nash equilibria for such games.","PeriodicalId":50543,"journal":{"name":"Electronic Communications in Probability","volume":null,"pages":null},"PeriodicalIF":0.5,"publicationDate":"2021-10-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48112569","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: 3
Overdamped limit at stationarity for non-equilibrium Langevin diffusions 非平衡朗格万扩散的过阻尼平稳极限
IF 0.5 4区 数学
Electronic Communications in Probability Pub Date : 2021-10-04 DOI: 10.1214/22-ecp447
Pierre Monmarch'e, M. Ramil
{"title":"Overdamped limit at stationarity for non-equilibrium Langevin diffusions","authors":"Pierre Monmarch'e, M. Ramil","doi":"10.1214/22-ecp447","DOIUrl":"https://doi.org/10.1214/22-ecp447","url":null,"abstract":"In this note, we establish that the stationary distribution of a possibly non-equilibrium Langevin diffusion converges, as the damping parameter goes to infinity (or equiva-lently in the Smoluchowski-Kramers vanishing mass limit), toward a tensor product of the stationary distribution of the corresponding overdamped process and of a Gaussian distribution.","PeriodicalId":50543,"journal":{"name":"Electronic Communications in Probability","volume":null,"pages":null},"PeriodicalIF":0.5,"publicationDate":"2021-10-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45289593","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: 7
A remainder estimate for branched rough differential equations 分枝粗糙微分方程的剩余估计
IF 0.5 4区 数学
Electronic Communications in Probability Pub Date : 2021-09-22 DOI: 10.1214/22-ECP473
Danyu Yang
{"title":"A remainder estimate for branched rough differential equations","authors":"Danyu Yang","doi":"10.1214/22-ECP473","DOIUrl":"https://doi.org/10.1214/22-ECP473","url":null,"abstract":"Based on two isomorphisms of Hopf algebras, we provide a bound in the optimal order on the remainder of the truncated Taylor expansion for controlled differential equations driven by branched rough paths.","PeriodicalId":50543,"journal":{"name":"Electronic Communications in Probability","volume":null,"pages":null},"PeriodicalIF":0.5,"publicationDate":"2021-09-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43070543","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: 1
On the rate of escape or approach to the origin of a random string 关于随机字符串的逃逸率或接近原点的速率
IF 0.5 4区 数学
Electronic Communications in Probability Pub Date : 2021-09-21 DOI: 10.1214/22-ecp451
P. Lam
{"title":"On the rate of escape or approach to the origin of a random string","authors":"P. Lam","doi":"10.1214/22-ecp451","DOIUrl":"https://doi.org/10.1214/22-ecp451","url":null,"abstract":". In this paper, we extend upon a result by Mueller and Tribe regarding Funaki’s model of a random string. Specifically, we examine the rate of escape of this model in dimensions d ≥ 7 . We also provide a bound for the rate of approach to the origin in dimension d = 6 .","PeriodicalId":50543,"journal":{"name":"Electronic Communications in Probability","volume":null,"pages":null},"PeriodicalIF":0.5,"publicationDate":"2021-09-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48886709","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
Dynamics of a rank-one perturbation of a Hermitian matrix 厄米矩阵的一阶微扰动力学
IF 0.5 4区 数学
Electronic Communications in Probability Pub Date : 2021-08-31 DOI: 10.1214/23-ECP516
Guillaume Dubach, L'aszl'o ErdHos
{"title":"Dynamics of a rank-one perturbation of a Hermitian matrix","authors":"Guillaume Dubach, L'aszl'o ErdHos","doi":"10.1214/23-ECP516","DOIUrl":"https://doi.org/10.1214/23-ECP516","url":null,"abstract":"We study the eigenvalue trajectories of a time dependent matrix $ G_t = H+i t vv^*$ for $t geq 0$, where $H$ is an $N times N$ Hermitian random matrix and $v$ is a unit vector. In particular, we establish that with high probability, an outlier can be distinguished at all times $t>1+N^{-1/3+epsilon}$, for any $epsilon>0$. The study of this natural process combines elements of Hermitian and non-Hermitian analysis, and illustrates some aspects of the intrinsic instability of (even weakly) non-Hermitian matrices.","PeriodicalId":50543,"journal":{"name":"Electronic Communications in Probability","volume":null,"pages":null},"PeriodicalIF":0.5,"publicationDate":"2021-08-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"47386029","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: 4
首页 上一页 下一页 尾页
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