The linear filtration and prediction of indirectly observed random processes
The "local" law of the iterated logarithm for processes related to Lévy's stochastic area process
The local relaxation flow approach to universality of the local statistics for random matrices
We present a generalization of the method of the local relaxation flow to establish the universality of local spectral statistics of a broad class of large random matrices. We show that the local distribution of the eigenvalues coincides with the local statistics of the corresponding Gaussian ensemble provided the distribution of the individual matrix element is smooth and the eigenvalues {xj}j=1N are close to their classical location {γj}j=1N determined by the limiting density of eigenvalues. Under...
The logarithmic Sobolev constant of Kawasaki dynamics under a mixing condition revisited
The logarithmic Sobolev constant of some finite Markov chains
The logarithmic Sobolev constant is always bounded above by half the spectral gap. It is natural to ask when this inequality is an equality. We consider this question in the context of reversible Markov chains on small finite state spaces. In particular, we prove that equality holds for simple random walk on the five cycle and we discuss assorted families of chains on three and four points.
The logic of chance [Book]
The longtime behavior of branching random walk in a catalytic medium.
The long-time behaviour of the solutions to semilinear stochastic partial differential equations on the whole space
The Cauchy problem for a stochastic partial differential equation with a spatial correlated Gaussian noise is considered. The "drift" is continuous, one-sided linearily bounded and of at most polynomial growth while the "diffusion" is globally Lipschitz continuous. In the paper statements on existence and uniqueness of solutions, their pathwise spatial growth and on their ultimate boundedness as well as on asymptotical exponential stability in mean square in a certain Hilbert space of weighted functions...
The lower envelope of positive self-similar Markov processes.
The lower tail of the random minimum spanning tree.
The , queue with preemptive priority.
The -Wright function in time-fractional diffusion processes: a tutorial survey.
The queue with queue length dependent service times.
The magnetization at high temperature for a p-spin interaction model with external field
This paper is devoted to a detailed and rigorous study of the magnetization at high temperature for a p-spin interaction model with external field, generalizing the Sherrington-Kirkpatrick model. In particular, we prove that (the mean of a spin with respect to the Gibbs measure) converges to an explicitly given random variable, and that ⟨σ₁⟩,...,⟨σₙ⟩ are asymptotically independent.
The majorizing measure approach to sample boundedness
We describe an alternative approach to sample boundedness and continuity of stochastic processes. We show that the regularity of paths can be understood in terms of the distribution of the argument maximum. For a centered Gaussian process X(t), t ∈ T, we obtain a short proof of the exact lower bound on . Finally we prove the equivalence of the usual majorizing measure functional to its conjugate version.
The Markov chain asymptotics of random mapping graphs
The Markov process of total spins
The Markov property for generalized gaussian random fields
We obtain necessary and sufficient conditions in order that a Gaussian process of many parameters (more generally, a generalized Gaussian random field in ) possess the Markov property relative to a class of open sets. The method adopted is the Hilbert space approach initiated by Cartier and Pitt. Applications are discussed.
The Markovian hyperbolic triangulation
We construct and study the unique random tiling of the hyperbolic plane into ideal hyperbolic triangles (with the three corners located on the boundary) that is invariant (in law) with respect to Möbius transformations, and possesses a natural spatial Markov property that can be roughly described as the conditional independence of the two parts of the triangulation on the two sides of the edge of one of its triangles.
The Martin Boundary for Harmonic Functions on Groups of Automorphisms of a Homogeneous Tree.