All a b c d e f g h i j k l m n o p q r s t u v w x y z Other

Previous Page 40 Next

Displaying 781 – 800 of 1206

Showing per page

On the global maximum of the solution to a stochastic heat equation with compact-support initial data

Mohammud Foondun, Davar Khoshnevisan (2010)

Annales de l'I.H.P. Probabilités et statistiques

Consider a stochastic heat equation ∂tu=κ  ∂xx2u+σ(u)ẇ for a space–time white noise ẇ and a constant κ>0. Under some suitable conditions on the initial function u0 and σ, we show that the quantities lim sup t→∞t−1sup x∈Rln El(|ut(x)|2) and lim sup t→∞t−1ln E(sup x∈R|ut(x)|2) are equal, as well as bounded away from zero and infinity by explicit multiples of 1/κ. Our proof works by demonstrating quantitatively that the peaks of the stochastic process x↦ut(x) are highly concentrated...

On the Haagerup inequality and groups acting on A ˜ n -buildings

Alain Valette (1997)

Annales de l'institut Fourier

Let Γ be a group endowed with a length function L , and let E be a linear subspace of C Γ . We say that E satisfies the Haagerup inequality if there exists constants C , s > 0 such that, for any f ∈ E , the convolutor norm of f on ℓ 2 ( Γ ) is dominated by C times the ℓ 2 norm of f ( 1 + L ) s . We show that, for E = C Γ , the Haagerup inequality can be expressed in terms of decay of random walks associated with finitely supported symmetric probability measures on Γ . If L is a word length function on a finitely generated group Γ , we show that,...

On the helix equation

Mohamed Hmissi, Imene Ben Salah, Hajer Taouil (2012)

ESAIM: Proceedings

This paper is devoted to the helices processes, i.e. the solutions H : ℝ × Ω → ℝd, (t, ω) ↦ H(t, ω) of the helix equation H ( 0 ,ω ) = 0 ;   H ( s + t,ω ) = H ( s, Φ ( t,ω ) ) + H ( t,ω ) where Φ : ℝ × Ω → Ω, (t, ω) ↦ Φ(t, ω) is a dynamical system on a measurable space (Ω, ℱ).More precisely, we investigate dominated solutions and non differentiable solutions of the helix equation. For the last case, the Wiener helix plays a fundamental role. Moreover, some relations with the cocycle equation defined...

On the Heyde theorem for discrete Abelian groups

G. M. Feldman (2006)

Studia Mathematica

Let X be a countable discrete Abelian group, Aut(X) the set of automorphisms of X, and I(X) the set of idempotent distributions on X. Assume that α₁, α₂, β₁, β₂ ∈ Aut(X) satisfy β ₁ α ₁ - 1 ± β ₂ α ₂ - 1 ∈ A u t ( X ) . Let ξ₁, ξ₂ be independent random variables with values in X and distributions μ₁, μ₂. We prove that the symmetry of the conditional distribution of L₂ = β₁ξ₁ + β₂ξ₂ given L₁ = α₁ξ₁ + α₂ξ₂ implies that μ₁, μ₂ ∈ I(X) if and only if the group X contains no elements of order two. This theorem can be considered as an analogue...

On the infinite divisibility of scale mixtures of symmetric α-stable distributions, α ∈ (0,1]

Grażyna Mazurkiewicz (2010)

Banach Center Publications

The paper contains a new and elementary proof of the fact that if α ∈ (0,1] then every scale mixture of a symmetric α-stable probability measure is infinitely divisible. This property is known to be a consequence of Kelker's result for the Cauchy distribution and some nontrivial properties of completely monotone functions. It is known that this property does not hold for α = 2. The problem discussed in the paper is still open for α ∈ (1,2).

On the infinite time horizon linear-quadratic regulator problem under a fractional brownian perturbation

Marina L. Kleptsyna, Alain Le Breton, Michel Viot (2005)

ESAIM: Probability and Statistics

In this paper we solve the basic fractional analogue of the classical infinite time horizon linear-quadratic gaussian regulator problem. For a completely observable controlled linear system driven by a fractional brownian motion, we describe explicitely the optimal control policy which minimizes an asymptotic quadratic performance criterion.

On the infinite time horizon linear-quadratic regulator problem under a fractional Brownian perturbation

Marina L. Kleptsyna, Alain Le Breton, Michel Viot (2010)

ESAIM: Probability and Statistics

In this paper we solve the basic fractional analogue of the classical infinite time horizon linear-quadratic Gaussian regulator problem. For a completely observable controlled linear system driven by a fractional Brownian motion, we describe explicitely the optimal control policy which minimizes an asymptotic quadratic performance criterion.

Currently displaying 781 – 800 of 1206