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Mass transport problem and derivation

Nacereddine Belili, Henri Heinich (1999)

Applicationes Mathematicae

A characterization of the transport property is given. New properties for strongly nonatomic probabilities are established. We study the relationship between the nondifferentiability of a real function f and the fact that the probability measure λ f * : = λ ( f * ) - 1 , where f*(x):=(x,f(x)) and λ is the Lebesgue measure, has the transport property.

Matchings and the variance of Lipschitz functions

Franck Barthe, Neil O'Connell (2009)

ESAIM: Probability and Statistics

We are interested in the rate function of the moderate deviation principle for the two-sample matching problem. This is related to the determination of 1-Lipschitz functions with maximal variance. We give an exact solution for random variables which have normal law, or are uniformly distributed on the Euclidean ball.

Mathematical model of mixing in Rumen

Wiesław Szlenk (1996)

Applicationes Mathematicae

A mathematical model of mixing food in rumen is presented. The model is based on the idea of the Baker Transformation, but exhibits some different phenomena: the transformation does not mix points at all in some parts of the phase space (and under some conditions mixes them strongly in other parts), as observed in ruminant animals.

Maximal brownian motions

Jean Brossard, Michel Émery, Christophe Leuridan (2009)

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

Let Z=(X, Y) be a planar brownian motion, 𝒵 the filtration it generates, andBa linear brownian motion in the filtration 𝒵 . One says thatB(or its filtration) is maximal if no other linear 𝒵 -brownian motion has a filtration strictly bigger than that ofB. For instance, it is shown in [In Séminaire de Probabilités XLI 265–278 (2008) Springer] that B is maximal if there exists a linear brownian motion C independent of B and such that the planar brownian motion (B, C) generates the same filtration 𝒵 asZ....

Maximal displacement for bridges of random walks in a random environment

Nina Gantert, Jonathon Peterson (2011)

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

It is well known that the distribution of simple random walks on ℤ conditioned on returning to the origin after 2n steps does not depend on p=P(S1=1), the probability of moving to the right. Moreover, conditioned on {S2n=0} the maximal displacement maxk≤2n|Sk| converges in distribution when scaled by √n (diffusive scaling). We consider the analogous problem for transient random walks in random environments on ℤ. We show that under the quenched law Pω (conditioned on the environment ω), the maximal...

Maximal inequalities and some convergence theorems for fuzzy random variables

Hamed Ahmadzade, Mohammad Amini, Seyed Mahmoud Taheri, Abolghasem Bozorgnia (2016)

Kybernetika

Some maximal inequalities for quadratic forms of independent and linearly negative quadrant dependent fuzzy random variables are established. Strong convergence of such quadratic forms are proved based on the martingale theory. A weak law of large numbers for linearly negative quadrant dependent fuzzy random variables is stated and proved.

Currently displaying 121 – 140 of 449