We study γk(x2, …, xk; t), the k-fold renormalized self-intersection local time for brownian motion in R1. Our main result says that γk(x2, …, xk; t) is continuously differentiable in the spatial variables, with probability 1.
Multitype branching processes and Feller diffusion processes are conditioned on very late extinction. The conditioned laws are expressed as Doob h-transforms of the unconditioned laws, and an interpretation of the conditioned paths for the branching process is given, via the immortal particle. We study different limits for the conditioned process (increasing delay of extinction, long-time behavior, scaling limit) and provide an exhaustive list of exchangeability results.
Multitype branching processes and Feller diffusion processes are conditioned on very late extinction. The conditioned laws are expressed as Doob h-transforms of the unconditioned laws, and an interpretation of the conditioned paths for the branching process is given, via the immortal particle. We study different limits for the conditioned process (increasing delay of extinction, long-time behavior, scaling limit) and provide an exhaustive list of exchangeability results.
We present a spectral theory for a class of operators satisfying a weak “Doeblin–Fortet” condition and apply it to a class of transition operators. This gives the convergence of the series , , under some regularity assumptions and implies the central limit theorem with a rate in for the corresponding Markov chain. An application to a non uniformly hyperbolic transformation on the interval is also given.
We present a spectral theory for a class of operators satisfying a weak “Doeblin–Fortet" condition and apply it to a class of transition operators. This gives the convergence of the series ∑k≥0krPkƒ, , under some regularity assumptions and implies the central limit theorem with a rate in for the corresponding Markov chain. An application to a non uniformly hyperbolic transformation on the interval is also given.
We provide sufficient and necessary conditions for asymptotic periodicity of iterates of strong Feller stochastic operators.
In this article it is shown that the brownian motion on the continuum random tree is the scaling limit of the simple random walks on any family of discrete n-vertex ordered graph trees whose search-depth functions converge to the brownian excursion as n→∞. We prove both a quenched version (for typical realisations of the trees) and an annealed version (averaged over all realisations of the trees) of our main result. The assumptions of the article cover the important example of simple random walks...
We develop a method, based on a Bochner-type identity, to obtain estimates on the exponential rate of decay of the relative entropy from equilibrium of Markov processes in discrete settings. When this method applies the relative entropy decays in a convex way. The method is shown to be rather powerful when applied to a class of birth and death processes. We then consider other examples, including inhomogeneous zero-range processes and Bernoulli–Laplace models. For these two models, known results...