stability of solutions of symmetric stochastic differential equations with discontinuous driving semimartingales
Sample behavior and laws of large numbers for Gaussian random elements.
Sample correlations of infinite variance time series models: An empirical and theoretical study.
Sample -copula of order
In this paper we analyze the construction of -copulas including the ideas of Cuculescu and Theodorescu [5], Fredricks et al. [15], Mikusiński and Taylor [25] and Trutschnig and Fernández-Sánchez [33]. Some of these methods use iterative procedures to construct copulas with fractal supports. The main part of this paper is given in Section 3, where we introduce the sample -copula of order with , the central idea is to use the above methodologies to construct a new copula based on a sample. The...
Sample path large deviations principles for Poisson shot noise processes, and applications.
Sample Size, Parameter Rates and Contiguity - The i.n.n.i.d. Case
Sample-path analysis of the proportional relation and its constant for discrete-time single-server queues.
Sample-path stability conditions for multiserver input-output processes.
Sampling formulae for symmetric selection.
Sampling the Fermi statistics and other conditional product measures
Through a Metropolis-like algorithm with single step computational cost of order one, we build a Markov chain that relaxes to the canonical Fermi statistics for k non-interacting particles among m energy levels. Uniformly over the temperature as well as the energy values and degeneracies of the energy levels we give an explicit upper bound with leading term km ln k for the mixing time of the dynamics. We obtain such construction and upper bound as a special case of a general result on (non-homogeneous)...
Sauts additifs et sauts multiplicatifs des semi-martingales
Scale-free percolation
We formulate and study a model for inhomogeneous long-range percolation on . Each vertex is assigned a non-negative weight , where are i.i.d. random variables. Conditionally on the weights, and given two parameters , the edges are independent and the probability that there is an edge between and is given by . The parameter is the percolation parameter, while describes the long-range nature of the model. We focus on the degree distribution in the resulting graph, on whether there...
Scaling limit and cube-root fluctuations in SOS surfaces above a wall
Consider the classical -dimensional Solid-On-Solid model above a hard wall on an box of . The model describes a crystal surface by assigning a non-negative integer height to each site in the box and 0 heights to its boundary. The probability of a surface configuration is proportional to , where is the inverse-temperature and sums the absolute values of height differences between neighboring sites. We give a full description of the shape of the SOS surface for low enough temperatures....
Scaling limit of particle systems, incompressible Navier-Stokes equation and Boltzmann equation.
Scaling limit of the prudent walk.
Scaling limit of the random walk among random traps on ℤd
Attributing a positive value τx to each x∈ℤd, we investigate a nearest-neighbour random walk which is reversible for the measure with weights (τx), often known as “Bouchaud’s trap model.” We assume that these weights are independent, identically distributed and non-integrable random variables (with polynomial tail), and that d≥5. We obtain the quenched subdiffusive scaling limit of the model, the limit being the fractional kinetics process. We begin our proof by expressing the random walk as the...
Scaling limits of anisotropic Hastings–Levitov clusters
We consider a variation of the standard Hastings–Levitov model HL(0), in which growth is anisotropic. Two natural scaling limits are established and we give precise descriptions of the effects of the anisotropy. We show that the limit shapes can be realised as Loewner hulls and that the evolution of harmonic measure on the cluster boundary can be described by the solution to a deterministic ordinary differential equation related to the Loewner equation. We also characterise the stochastic fluctuations...
Scaling of a random walk on a supercritical contact process
We prove a strong law of large numbers for a one-dimensional random walk in a dynamic random environment given by a supercritical contact process in equilibrium. The proof uses a coupling argument based on the observation that the random walk eventually gets trapped inside the union of space–time cones contained in the infection clusters generated by single infections. In the case where the local drifts of the random walk are smaller than the speed at which infection clusters grow, the random walk...
Scharfe untere und obere Schranken für die Wahrscheinlichkeit der Realisation von k unter n Ereignissen.
Schatten classes and commutators on simple martingales