Displaying similar documents to “Dominant eigenvalue problem for positive integral operators and its solution by Monte Carlo method”

A note on a problem arising from risk theory

Ulrich Abel, Ovidiu Furdui, Ioan Gavrea, Mircea Ivan (2010)

Czechoslovak Mathematical Journal

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In this note we give an answer to a problem of Gheorghiță Zbăganu that arose from the study of the properties of the moments of the iterates of the integrated tail operator.

Large deviations for independent random variables – Application to Erdös-Renyi’s functional law of large numbers

Jamal Najim (2005)

ESAIM: Probability and Statistics

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A Large Deviation Principle (LDP) is proved for the family 1 n ∑ 1 n 𝐟 ( x i n ) · Z i n where the deterministic probability measure 1 n ∑ 1 n δ x i n converges weakly to a probability measure R and ( Z i n ) i ∈ ℕ are ℝ d -valued independent random variables whose distribution depends on x i n and satisfies the following exponential moments condition: sup i , n 𝔼 e α * | Z i n | < + ∞ forsome 0 < α * < + ∞ . In this context, the identification of the rate function is non-trivial due to the absence of equidistribution. We rely on fine convex analysis to address this issue. Among...

Transport in a molecular motor system

Michel Chipot, Stuart Hastings, David Kinderlehrer (2004)

ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique

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Intracellular transport in eukarya is attributed to motor proteins that transduce chemical energy into directed mechanical energy. This suggests that, in nonequilibrium systems, fluctuations may be oriented or organized to do work. Here we seek to understand how this is manifested by quantitative mathematical portrayals of these systems.