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An optimal quantitative two-scale expansion in stochastic homogenization of discrete elliptic equations

Antoine Gloria, Stefan Neukamm, Felix Otto (2014)

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

We establish an optimal, linear rate of convergence for the stochastic homogenization of discrete linear elliptic equations. We consider the model problem of independent and identically distributed coefficients on a discretized unit torus. We show that the difference between the solution to the random problem on the discretized torus and the first two terms of the two-scale asymptotic expansion has the same scaling as in the periodic case. In particular the L2-norm in probability of the H1-norm...

Anomalous heat-kernel decay for random walk among bounded random conductances

N. Berger, M. Biskup, C. E. Hoffman, G. Kozma (2008)

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

We consider the nearest-neighbor simple random walk on ℤd, d≥2, driven by a field of bounded random conductances ωxy∈[0, 1]. The conductance law is i.i.d. subject to the condition that the probability of ωxy>0 exceeds the threshold for bond percolation on ℤd. For environments in which the origin is connected to infinity by bonds with positive conductances, we study the decay of the 2n-step return probability 𝖯 ω 2 n ( 0 , 0 ) . We prove that 𝖯 ω 2 n ( 0 , 0 ) is bounded by a random constant timesn−d/2 in d=2, 3, while it...

Approximation by Poisson law

Aldona Aleškevičienė, Vytautas Statulevičius (2005)

Discussiones Mathematicae Probability and Statistics

We present here the results of the investigation on approximation by the Poisson law of distributions of sums of random variables in the scheme of series. We give the results pertaining to the behaviour of large deviation probabilities and asymptotic expansions, to the method of cumulants, with the aid of which our results have been obtained.

Approximation of bivariate Markov chains by one-dimensional diffusion processes

Daniela Kuklíková (1978)

Aplikace matematiky

The paper deals with several questions of the diffusion approximation. The goal of this paper is to create the general method of reducting the dimension of the model with the aid of the diffusion approximation. Especially, two dimensional random variables are approximated by one-dimensional diffusion process by replacing one of its coordinates by a certain characteristic, e.g. by its stationary expectation. The suggested method is used for several different systems. For instance, the method is applicable...

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