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On the Bicentenary of the Birth of P. L. Chebyshev, A Great Russian Mathematician 纪念伟大的俄国数学家切比雪夫诞辰200周年
IF 0.6 4区 数学
Theory of Probability and its Applications Pub Date : 2022-02-01 DOI: 10.1137/s0040585x97t990575
A. Shiryaev
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引用次数: 1
Chebyshev-Type Inequalities and Large Deviation Principles 切比雪夫型不等式和大偏差原理
IF 0.6 4区 数学
Theory of Probability and its Applications Pub Date : 2022-02-01 DOI: 10.1137/s0040585x97t990629
A. Borovkov, A. Logachov, A. Mogulskii
{"title":"Chebyshev-Type Inequalities and Large Deviation Principles","authors":"A. Borovkov, A. Logachov, A. Mogulskii","doi":"10.1137/s0040585x97t990629","DOIUrl":"https://doi.org/10.1137/s0040585x97t990629","url":null,"abstract":"","PeriodicalId":51193,"journal":{"name":"Theory of Probability and its Applications","volume":"26 1","pages":""},"PeriodicalIF":0.6,"publicationDate":"2022-02-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"85838890","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 Maximal Inequalities for Ornstein--Uhlenbeck Processes with Jumps 关于具有跳跃的Ornstein—Uhlenbeck过程的极大不等式
IF 0.6 4区 数学
Theory of Probability and its Applications Pub Date : 2022-02-01 DOI: 10.1137/s0040585x97t990691
N. Kordzakhia, A. Novikov
{"title":"On Maximal Inequalities for Ornstein--Uhlenbeck Processes with Jumps","authors":"N. Kordzakhia, A. Novikov","doi":"10.1137/s0040585x97t990691","DOIUrl":"https://doi.org/10.1137/s0040585x97t990691","url":null,"abstract":"","PeriodicalId":51193,"journal":{"name":"Theory of Probability and its Applications","volume":"55 1","pages":""},"PeriodicalIF":0.6,"publicationDate":"2022-02-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"86316498","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
Holder Estimates for Solutions of Parabolic SPDEs 抛物型spde解的Holder估计
IF 0.6 4区 数学
Theory of Probability and its Applications Pub Date : 2021-10-03 DOI: 10.1137/S0040585X97979524
S. Kuksin, N. Nadirashvili, Andrey L. Piatnitski
{"title":"Holder Estimates for Solutions of Parabolic SPDEs","authors":"S. Kuksin, N. Nadirashvili, Andrey L. Piatnitski","doi":"10.1137/S0040585X97979524","DOIUrl":"https://doi.org/10.1137/S0040585X97979524","url":null,"abstract":"This paper considers second-order stochastic partial differential equations with additive noise given in a bounded domain of~${bf R}^n$. We suppose that the coefficients of the noise are $L^p$-functions with sufficiently large~p. We prove that the solutions are H\"older-continuous functions almost surely (a.s.) and that the respective H\"older norms have finite momenta of any order.","PeriodicalId":51193,"journal":{"name":"Theory of Probability and its Applications","volume":"47 1","pages":"157-163"},"PeriodicalIF":0.6,"publicationDate":"2021-10-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1137/S0040585X97979524","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"41328632","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: 16
Kolmogorov's Equations for Jump Markov Processes and Their Applications to Control Problems 跳跃马尔可夫过程的Kolmogorov方程及其在控制问题中的应用
IF 0.6 4区 数学
Theory of Probability and its Applications Pub Date : 2021-09-10 DOI: 10.1137/s0040585x97t990630
E. Feinberg, A. Shiryaev
{"title":"Kolmogorov's Equations for Jump Markov Processes and Their Applications to Control Problems","authors":"E. Feinberg, A. Shiryaev","doi":"10.1137/s0040585x97t990630","DOIUrl":"https://doi.org/10.1137/s0040585x97t990630","url":null,"abstract":"This paper describes the structure of solutions to Kolmogorov’s equations for nonhomogeneous jump Markov processes and applications of these results to control of jump stochastic systems. These equations were studied by Feller (1940), who clarified in 1945 in the errata to that paper that some of its results covered only nonexplosive Markov processes. In this work, which is largely of a survey nature, the case of explosive processes is also considered. This paper is based on the invited talk presented by the authors at the conference “Chebyshev-200”, and it describes the results of their joined studies with Manasa Mandava (1984-2019).","PeriodicalId":51193,"journal":{"name":"Theory of Probability and its Applications","volume":"38 1","pages":""},"PeriodicalIF":0.6,"publicationDate":"2021-09-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"88426147","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
The Expectation of a Solution of a Linear System of Differential Equations with Random Coefficients 一类随机系数线性微分方程组解的期望
IF 0.6 4区 数学
Theory of Probability and its Applications Pub Date : 2021-08-05 DOI: 10.1137/s0040585x97t990368
V. Zadorozhniy
{"title":"The Expectation of a Solution of a Linear System of Differential Equations with Random Coefficients","authors":"V. Zadorozhniy","doi":"10.1137/s0040585x97t990368","DOIUrl":"https://doi.org/10.1137/s0040585x97t990368","url":null,"abstract":"We consider a linear inhomogeneous system of differential equations of special form with three random coefficients defined by characteristic functionals. Operator functions generated by the functio...","PeriodicalId":51193,"journal":{"name":"Theory of Probability and its Applications","volume":"82 1","pages":""},"PeriodicalIF":0.6,"publicationDate":"2021-08-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"76132459","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
Breaking a Chain of Interacting Brownian Particles: A Gumbel Limit Theorem 打破相互作用的布朗粒子链:一个甘贝尔极限定理
IF 0.6 4区 数学
Theory of Probability and its Applications Pub Date : 2021-08-05 DOI: 10.1137/s0040585x97t990344
F. Aurzada, V. Betz, M. Lifshits
{"title":"Breaking a Chain of Interacting Brownian Particles: A Gumbel Limit Theorem","authors":"F. Aurzada, V. Betz, M. Lifshits","doi":"10.1137/s0040585x97t990344","DOIUrl":"https://doi.org/10.1137/s0040585x97t990344","url":null,"abstract":"We investigate the behavior of a finite chain of Brownian particles interacting through a pairwise quadratic potential, with one end of the chain fixed and the other end pulled away at slow speed, ...","PeriodicalId":51193,"journal":{"name":"Theory of Probability and its Applications","volume":"18 1","pages":""},"PeriodicalIF":0.6,"publicationDate":"2021-08-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"86895092","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 a Probabilistic Bernstein Model 关于一个概率Bernstein模型
IF 0.6 4区 数学
Theory of Probability and its Applications Pub Date : 2021-08-05 DOI: 10.1137/s0040585x97t990411
A. I. Rubinshtein, V. Sherstyukov
{"title":"On a Probabilistic Bernstein Model","authors":"A. I. Rubinshtein, V. Sherstyukov","doi":"10.1137/s0040585x97t990411","DOIUrl":"https://doi.org/10.1137/s0040585x97t990411","url":null,"abstract":"Extensions of S.N. Bernstein's example of three dependent random events of which any two are independent are considered. A complete description of such examples is given in the framework of the sym...","PeriodicalId":51193,"journal":{"name":"Theory of Probability and its Applications","volume":"69 1","pages":""},"PeriodicalIF":0.6,"publicationDate":"2021-08-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"85689399","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 a Terminating Compound Renewal Process 终止化合物更新过程的大偏差
IF 0.6 4区 数学
Theory of Probability and its Applications Pub Date : 2021-08-05 DOI: 10.1137/s0040585x97t990356
G. A. Bakay
{"title":"Large Deviations for a Terminating Compound Renewal Process","authors":"G. A. Bakay","doi":"10.1137/s0040585x97t990356","DOIUrl":"https://doi.org/10.1137/s0040585x97t990356","url":null,"abstract":"Let $(xi(i),eta(i)) in {R}^{d+1}$, $i in {N}$, be independent and identically distributed random vectors, let $xi(i)in {R}^d$ be random vectors, let $eta(i)$ be improper nonnegative random v...","PeriodicalId":51193,"journal":{"name":"Theory of Probability and its Applications","volume":"1 1","pages":""},"PeriodicalIF":0.6,"publicationDate":"2021-08-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"88697989","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 Exact Large Deviation Principles for Compound Renewal Processes 复合更新过程的精确大偏差原理
IF 0.6 4区 数学
Theory of Probability and its Applications Pub Date : 2021-08-05 DOI: 10.1137/s0040585x97t990332
A. Borovkov
{"title":"On Exact Large Deviation Principles for Compound Renewal Processes","authors":"A. Borovkov","doi":"10.1137/s0040585x97t990332","DOIUrl":"https://doi.org/10.1137/s0040585x97t990332","url":null,"abstract":"We consider two large deviation principles (LDPs): the “ordinary” LDP (when the “strong” Cramer condition is met) and the “extended” LDP when only the standard Cramer condition is met and the devia...","PeriodicalId":51193,"journal":{"name":"Theory of Probability and its Applications","volume":"29 1","pages":""},"PeriodicalIF":0.6,"publicationDate":"2021-08-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"81080684","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
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