发布求助
文献互助 智能选刊 最新文献

arXiv: Probability最新文献

筛选
英文 中文
Quasi-stationary distribution and metastability for the stochastic Becker-Döring model 随机Becker-Döring模型的准平稳分布和亚稳态
arXiv: Probability Pub Date : 2020-08-06 DOI: 10.1214/21-ecp411
Erwan Hingant, R. Yvinec
{"title":"Quasi-stationary distribution and metastability for the stochastic Becker-Döring model","authors":"Erwan Hingant, R. Yvinec","doi":"10.1214/21-ecp411","DOIUrl":"https://doi.org/10.1214/21-ecp411","url":null,"abstract":"We study a stochastic version of the classical Becker-Doring model, a well-known kinetic model for cluster formation that predicts the existence of a long-lived metastable state before a thermodynamically unfavorable nucleation occurs, leading to a phase transition phenomena. This continuous-time Markov chain model has received little attention, compared to its deterministic differential equations counterpart. We show that the stochastic formulation leads to a precise and quantitative description of stochastic nucleation events thanks to an exponentially ergodic quasi-stationary distribution for the process conditionally on nucleation has not yet occurred.","PeriodicalId":8470,"journal":{"name":"arXiv: Probability","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2020-08-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"86994068","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
Limiting behavior of large correlated Wishart matrices with chaotic entries 具有混沌项的大型相关Wishart矩阵的极限行为
arXiv: Probability Pub Date : 2020-08-05 DOI: 10.3150/20-BEJ1266
S. Bourguin, Charles-Philippe Diez, C. Tudor
{"title":"Limiting behavior of large correlated Wishart matrices with chaotic entries","authors":"S. Bourguin, Charles-Philippe Diez, C. Tudor","doi":"10.3150/20-BEJ1266","DOIUrl":"https://doi.org/10.3150/20-BEJ1266","url":null,"abstract":"We study the fluctuations, as $d,nto infty$, of the Wishart matrix $mathcal{W}_{n,d}= frac{1}{d} mathcal{X}_{n,d} mathcal{X}_{n,d}^{T} $ associated to a $ntimes d$ random matrix $mathcal{X}_{n,d}$ with non-Gaussian entries. We analyze the limiting behavior in distribution of $mathcal{W}_{n,d}$ in two situations: when the entries of $mathcal{X}_{n,d}$ are independent elements of a Wiener chaos of arbitrary order and when the entries are partially correlated and belong to the second Wiener chaos. In the first case, we show that the (suitably normalized) Wishart matrix converges in distribution to a Gaussian matrix while in the correlated case, we obtain its convergence in law to a diagonal non-Gaussian matrix. In both cases, we derive the rate of convergence in the Wasserstein distance via Malliavin calculus and analysis on Wiener space.","PeriodicalId":8470,"journal":{"name":"arXiv: Probability","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2020-08-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"78474973","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 9
Systems of small-noise stochastic reaction–diffusion equations satisfy a large deviations principle that is uniform over all initial data 小噪声随机反应扩散方程系统满足大偏差原则，即在所有初始数据上是均匀的
arXiv: Probability Pub Date : 2020-08-03 DOI: 10.1016/j.spa.2021.08.010
M. Salins
{"title":"Systems of small-noise stochastic reaction–diffusion equations satisfy a large deviations principle that is uniform over all initial data","authors":"M. Salins","doi":"10.1016/j.spa.2021.08.010","DOIUrl":"https://doi.org/10.1016/j.spa.2021.08.010","url":null,"abstract":"","PeriodicalId":8470,"journal":{"name":"arXiv: Probability","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2020-08-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"81333185","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
C`adl`ag Rough Differential Equations with Reflecting Barriers 具有反射势垒的粗糙微分方程
arXiv: Probability Pub Date : 2020-08-03 DOI: 10.1016/J.SPA.2021.08.004
Andrew L. Allan, Chong Liu, David J. Promel
{"title":"C`adl`ag Rough Differential Equations with Reflecting Barriers","authors":"Andrew L. Allan, Chong Liu, David J. Promel","doi":"10.1016/J.SPA.2021.08.004","DOIUrl":"https://doi.org/10.1016/J.SPA.2021.08.004","url":null,"abstract":"","PeriodicalId":8470,"journal":{"name":"arXiv: Probability","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2020-08-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"83582610","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Mean exit time and escape probability for the stochastic logistic growth model with multiplicative α-stable Lévy noise 具有乘性α-稳定lsamvy噪声的随机logistic增长模型的平均退出时间和逃逸概率
arXiv: Probability Pub Date : 2020-08-01 DOI: 10.1142/s0219493721500167
Almaz Tesfay, Daniel Tesfay, A. Khalaf, J. Brannan
{"title":"Mean exit time and escape probability for the stochastic logistic growth model with multiplicative α-stable Lévy noise","authors":"Almaz Tesfay, Daniel Tesfay, A. Khalaf, J. Brannan","doi":"10.1142/s0219493721500167","DOIUrl":"https://doi.org/10.1142/s0219493721500167","url":null,"abstract":"In this paper, we formulate a stochastic logistic fish growth model driven by both white noise and non-Gaussian noise. We focus our study on the mean time to extinction, escape probability to measure the noise-induced extinction probability and the Fokker-Planck equation for fish population X(t). In the Gaussian case, these quantities satisfy local partial differential equations while in the non-Gaussian case, they satisfy nonlocal partial differential equations. Following a discussion of existence, uniqueness, and stability, we calculate numerical approximations of the solutions of those equations. For each noise model we then compare the behaviors of the mean time to extinction and the solution of the Fokker-Planck equation as growth rate r, carrying capacity K, the intensity of Gaussian noise ${lambda}$, noise intensity ${sigma}$ and stability index ${alpha}$ vary. The MET from the interval (0,1) at the right boundary is finite if ${lambda} {sqrt2}$, the MET from (0,1) at this boundary is infinite. A larger stability index ${alpha}$ is less likely to lead to the extinction of the fish population.","PeriodicalId":8470,"journal":{"name":"arXiv: Probability","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2020-08-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"79830311","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 12
Asymptotic theory for the detection of mixing in anomalous diffusion 异常扩散中混合检测的渐近理论
arXiv: Probability Pub Date : 2020-07-29 DOI: 10.1063/5.0023227
Kui Zhang, G. Didier
{"title":"Asymptotic theory for the detection of mixing in anomalous diffusion","authors":"Kui Zhang, G. Didier","doi":"10.1063/5.0023227","DOIUrl":"https://doi.org/10.1063/5.0023227","url":null,"abstract":"In this paper, starting from the methodology proposed in Magdziarz and Weron (2011), we develop asymptotic theory for the detection of mixing in Gaussian anomalous diffusion. The assumptions cover a broad family of stochastic processes including fractional Gaussian noise and the fractional Ornstein-Uhlenbeck process. We show that the asymptotic distribution and convergence rates of the detection statistic may be, respectively, Gaussian or non-Gaussian and standard or nonstandard depending on the diffusion exponent. The results pave the way for mixing detection based on a single observed sample path.","PeriodicalId":8470,"journal":{"name":"arXiv: Probability","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2020-07-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"82185508","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
On large deviation rate functions for a continuous-time directed polymer in weak disorder 弱无序连续时间定向聚合物的大偏差率函数
arXiv: Probability Pub Date : 2020-07-28 DOI: 10.1214/21-ECP378
Ryoki Fukushima, S. Junk
{"title":"On large deviation rate functions for a continuous-time directed polymer in weak disorder","authors":"Ryoki Fukushima, S. Junk","doi":"10.1214/21-ECP378","DOIUrl":"https://doi.org/10.1214/21-ECP378","url":null,"abstract":"We show that the endpoint large deviation rate function for a continuous-time directed polymer agrees with the rate function of the underlying random walk near the origin in the whole weak disorder phase.","PeriodicalId":8470,"journal":{"name":"arXiv: Probability","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2020-07-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"83254596","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 3
A Sequential Test for the Drift of a Brownian Motion with a Possibility to Change a Decision 具有改变决定可能性的布朗运动漂移的序贯检验
arXiv: Probability Pub Date : 2020-07-25 DOI: 10.1007/978-3-030-83266-7_3
M. Zhitlukhin
{"title":"A Sequential Test for the Drift of a Brownian Motion with a Possibility to Change a Decision","authors":"M. Zhitlukhin","doi":"10.1007/978-3-030-83266-7_3","DOIUrl":"https://doi.org/10.1007/978-3-030-83266-7_3","url":null,"abstract":"","PeriodicalId":8470,"journal":{"name":"arXiv: Probability","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2020-07-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"73544455","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Weak Convergence of Probability Measures 概率测度的弱收敛性
arXiv: Probability Pub Date : 2020-07-20 DOI: 10.1007/springerreference_205692
S. Sagitov
{"title":"Weak Convergence of Probability Measures","authors":"S. Sagitov","doi":"10.1007/springerreference_205692","DOIUrl":"https://doi.org/10.1007/springerreference_205692","url":null,"abstract":"","PeriodicalId":8470,"journal":{"name":"arXiv: Probability","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2020-07-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"87376959","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 15
Geometric implications of fast volume growth and capacity estimates 快速容量增长和容量估算的几何含义
arXiv: Probability Pub Date : 2020-07-19 DOI: 10.1515/9783110700763-007
Tim Jaschek, M. Murugan
{"title":"Geometric implications of fast volume growth and capacity estimates","authors":"Tim Jaschek, M. Murugan","doi":"10.1515/9783110700763-007","DOIUrl":"https://doi.org/10.1515/9783110700763-007","url":null,"abstract":"We obtain connectivity of annuli for a volume doubling metric measure Dirichlet space which satisfies a Poincare inequality, a capacity estimate and a fast volume growth condition. This type of connectivity was introduced by Grigor'yan and Saloff-Coste in order to obtain stability results for Harnack inequalities and to study diffusions on manifolds with ends. As an application of our result, we obtain stability of the elliptic Harnack inequality under perturbations of the Dirichlet form with radial type weights.","PeriodicalId":8470,"journal":{"name":"arXiv: Probability","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2020-07-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"74429393","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
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