Interval estimation for the Poisson distribution parameter with a single observation.
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Correa, Juan Carlos (2007)
Revista Colombiana de Estadística
P. Caputo, A. Faggionato, T. Prescott (2013)
Annales de l'I.H.P. Probabilités et statistiques
We consider a random walk on a homogeneous Poisson point process with energy marks. The jump rates decay exponentially in the -power of the jump length and depend on the energy marks via a Boltzmann-like factor. The case corresponds to the phonon-induced Mott variable range hopping in disordered solids in the regime of strong Anderson localization. We prove that for almost every realization of the marked process, the diffusively rescaled random walk, with an arbitrary start point, converges to...
Sebastian Andres (2014)
Annales de l'I.H.P. Probabilités et statistiques
We study a continuous time random walk in an environment of dynamic random conductances in . We assume that the conductances are stationary ergodic, uniformly bounded and bounded away from zero and polynomially mixing in space and time. We prove a quenched invariance principle for , and obtain Green’s functions bounds and a local limit theorem. We also discuss a connection to stochastic interface models.
Lifshits, M.A. (2004)
Zapiski Nauchnykh Seminarov POMI
Serge Cohen, Renaud Marty (2008)
Annales de l'I.H.P. Probabilités et statistiques
This paper is devoted to establish an invariance principle where the limit process is a multifractional gaussian process with a multifractional function which takes its values in (1/2, 1). Some properties, such as regularity and local self-similarity of this process are studied. Moreover the limit process is compared to the multifractional brownian motion.
P. Doukhan, P. Massart, E. Rio (1995)
Annales de l'I.H.P. Probabilités et statistiques
Andreas Stoll (1989)
Mathematica Scandinavica
Walter Philipp, William Stout (1986)
Mathematische Zeitschrift
Francesco Caravenna, Loïc Chaumont (2008)
Annales de l'I.H.P. Probabilités et statistiques
Let {Snbe a random walk in the domain of attraction of a stable law , i.e. there exists a sequence of positive real numbers ( an) such that Sn/anconverges in law to . Our main result is that the rescaled process (S⌊nt⌋/an, t≥0), when conditioned to stay positive, converges in law (in the functional sense) towards the corresponding stable Lévy process conditioned to stay positive. Under some additional assumptions, we also prove a related invariance principle for the random walk killed at its first...
Csáki, Endre, Hu, Yueyun (2004)
Electronic Communications in Probability [electronic only]
Grégory Miermont (2008)
Annales de l'I.H.P. Probabilités et statistiques
We prove that critical multitype Galton–Watson trees converge after rescaling to the brownian continuum random tree, under the hypothesis that the offspring distribution is irreducible and has finite covariance matrices. Our study relies on an ancestral decomposition for marked multitype trees, and an induction on the number of types. We then couple the genealogical structure with a spatial motion, whose step distribution may depend on the structure of the tree in a local way, and show that the...
Hamadouche, D. (2000)
Portugaliae Mathematica
Paulo Eduardo Oliveira (1990)
Commentationes Mathematicae Universitatis Carolinae
Olle Häggström (2003)
Annales de l'I.H.P. Probabilités et statistiques
James Parkinson (2007)
Annales de l’institut Fourier
In this paper we apply techniques of spherical harmonic analysis to prove a local limit theorem, a rate of escape theorem, and a central limit theorem for isotropic random walks on arbitrary thick regular affine buildings of irreducible type. This generalises results of Cartwright and Woess where buildings are studied, Lindlbauer and Voit where buildings are studied, and Sawyer where homogeneous trees are studied (these are buildings).
Karol Baron, Marek Kuczma (1977)
Colloquium Mathematicae
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