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Collisions of random walks

Martin T. Barlow, Yuval Peres, Perla Sousi (2012)

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

A recurrent graph G has the infinite collision property if two independent random walks on G , started at the same point, collide infinitely often a.s. We give a simple criterion in terms of Green functions for a graph to have this property, and use it to prove that a critical Galton–Watson tree with finite variance conditioned to survive, the incipient infinite cluster in d with d 19 and the uniform spanning tree in 2 all have the infinite collision property. For power-law combs and spherically symmetric...

Compactness properties of Feller semigroups

G. Metafune, D. Pallara, M. Wacker (2002)

Studia Mathematica

We study the compactness of Feller semigroups generated by second order elliptic partial differential operators with unbounded coefficients in spaces of continuous functions in N .

Comparación numérica de algoritmos para calcular distribuciones estacionarias de cadenas de Markov finitas.

Antonio López Quílez, Enriqueta Vercher (1992)

Trabajos de Investigación Operativa

En este trabajo se estudia la eficiencia de un conjunto de algoritmos, exactos e iterativos, para el problema de obtener la distribución estacionaria de una cadena de Markov homogénea, irreducible y finita. Se presentan los resultados computacionales obtenidos al resolver problemas de diferentes tipos y tamaños, aleatoriamente generados, así como el tratamiento estadístico realizado sobre los mismos. Se ha comparado la estabilidad de estos algoritmos frente a la pérdida de irreducibilidad y la existencia...

Comparison of order statistics in a random sequence to the same statistics with I.I.D. variables

Jean-Louis Bon, Eugen Păltănea (2006)

ESAIM: Probability and Statistics

The paper is motivated by the stochastic comparison of the reliability of non-repairable k -out-of- n systems. The lifetime of such a system with nonidentical components is compared with the lifetime of a system with identical components. Formally the problem is as follows. Let U i , i = 1 , . . . , n , be positive independent random variables with common distribution F . For λ i > 0 and μ > 0 , let consider X i = U i / λ i and Y i = U i / μ , i = 1 , . . . , n . Remark that this is no more than a change of scale for each term. For k { 1 , 2 , . . . , n } , let us define X k : n to be the k th order statistics...

Comparison of order statistics in a random sequence to the same statistics with i.i.d. variables

Jean-Louis Bon, Eugen Păltănea (2005)

ESAIM: Probability and Statistics

The paper is motivated by the stochastic comparison of the reliability of non-repairable k-out-of-n systems. The lifetime of such a system with nonidentical components is compared with the lifetime of a system with identical components. Formally the problem is as follows. Let Ui,i = 1,...,n, be positive independent random variables with common distribution F. For λi > 0 and µ > 0, let consider Xi = Ui/λi and Yi = Ui/µ, i = 1,...,n. Remark that this is no more than a change of scale for each...

Currently displaying 41 – 60 of 166