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Tunnel effect for semiclassical random walk

Jean-François Bony, Frédéric Hérau, Laurent Michel (2014)

Journées Équations aux dérivées partielles

In this note we describe recent results on semiclassical random walk associated to a probability density which may also concentrate as the semiclassical parameter goes to zero. The main result gives a spectral asymptotics of the close to 1 eigenvalues. This problem was studied in [1] and relies on a general factorization result for pseudo-differential operators. In this note we just sketch the proof of this second theorem. At the end of the note, using the factorization, we give a new proof of the...

Two algorithms based on Markov chains and their application to recognition of protein coding genes in prokaryotic genomes

Małgorzata Grabińska, Paweł Błażej, Paweł Mackiewicz (2013)

Applicationes Mathematicae

Methods based on the theory of Markov chains are most commonly used in the recognition of protein coding sequences. However, they require big learning sets to fill up all elements in transition probability matrices describing dependence between nucleotides in the analyzed sequences. Moreover, gene prediction is strongly influenced by the nucleotide bias measured by e.g. G+C content. In this paper we compare two methods: (i) the classical GeneMark algorithm, which uses a three-periodic non-homogeneous...

Two dimensional probabilities with a given conditional structure

Josef Štěpán, Daniel Hlubinka (1999)

Kybernetika

A properly measurable set 𝒫 X × M 1 ( Y ) (where X , Y are Polish spaces and M 1 ( Y ) is the space of Borel probability measures on Y ) is considered. Given a probability distribution λ M 1 ( X ) the paper treats the problem of the existence of X × Y -valued random vector ( ξ , η ) for which ( ξ ) = λ and ( η | ξ = x ) 𝒫 x λ -almost surely that possesses moreover some other properties such as “ ( ξ , η ) has the maximal possible support” or “ ( η | ξ = x ) ’s are extremal...

Two Inequalities for the First Moments of a Martingale, its Square Function and its Maximal Function

Adam Osękowski (2005)

Bulletin of the Polish Academy of Sciences. Mathematics

Given a Hilbert space valued martingale (Mₙ), let (M*ₙ) and (Sₙ(M)) denote its maximal function and square function, respectively. We prove that 𝔼|Mₙ| ≤ 2𝔼 Sₙ(M), n=0,1,2,..., 𝔼 M*ₙ ≤ 𝔼 |Mₙ| + 2𝔼 Sₙ(M), n=0,1,2,.... The first inequality is sharp, and it is strict in all nontrivial cases.

Two Kinds of Invariance of Full Conditional Probabilities

Alexander R. Pruss (2013)

Bulletin of the Polish Academy of Sciences. Mathematics

Let G be a group acting on Ω and ℱ a G-invariant algebra of subsets of Ω. A full conditional probability on ℱ is a function P: ℱ × (ℱ∖{∅}) → [0,1] satisfying the obvious axioms (with only finite additivity). It is weakly G-invariant provided that P(gA|gB) = P(A|B) for all g ∈ G and A,B ∈ ℱ, and strongly G-invariant provided that P(gA|B) = P(A|B) whenever g ∈ G and A ∪ gA ⊆ B. Armstrong (1989) claimed that weak and strong invariance are equivalent, but we shall show that this is false and that weak...

Two mutually rarefied renewal processes

Ilona Kopocińska (1994)

Applicationes Mathematicae

Let us consider two independent renewal processes generated by appropriate sequences of life times. We say that a renewal time is accepted if in the time between a signal and the preceding one, some signal of the second process occurs. Our purpose is to analyze the sequences of accepted renewals. For simplicity we consider continuous and discrete time separately. In the first case we mainly consider the renewal process rarefied by the Poisson process, in the second we analyze the process generated...

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