Maximum of Dyson Brownian motion and non-colliding systems with a boundary.
Mean fixation time estimates in constant size populations.
Mean values and harmonic functions.
Means in complete manifolds: uniqueness and approximation
Let M be a complete Riemannian manifold, M ∈ ℕ and p ≥ 1. We prove that almost everywhere on x = (x1,...,xN) ∈ MN for Lebesgue measure in MN, the measure μ ( x ) = 1 N ∑ k = 1 N δ x k has a uniquep–mean ep(x). As a consequence, if X = (X1,...,XN) is a MN-valued random variable with absolutely continuous law, then almost surely μ(X(ω)) has a unique p–mean. In particular if (Xn)n ≥ 1 is an independent sample of an absolutely continuous law in M, then the process ep,n(ω) = ep(X1(ω),...,Xn(ω)) is...
Mean-value theorems and ergodicity of certain geodesic random walks
Mean-variance optimality for semi-Markov decision processes under first passage criteria
This paper deals with a first passage mean-variance problem for semi-Markov decision processes in Borel spaces. The goal is to minimize the variance of a total discounted reward up to the system's first entry to some target set, where the optimization is over a class of policies with a prescribed expected first passage reward. The reward rates are assumed to be possibly unbounded, while the discount factor may vary with states of the system and controls. We first develop some suitable conditions...
Measure attractors for stochastic Navier-Stokes equations.
Measures and Markov processes on function spaces
Measures charging no polar sets and additive functional of Brownian motion.
Measures of finite (r,p)-energy and potentials on a separable metric space
Meeting time of independent random walks in random environment
We consider, in the continuous time version, γ independent random walks on Z+ in random environment in Sinai’s regime. Let Tγ be the first meeting time of one pair of the γ random walks starting at different positions. We first show that the tail of the quenched distribution of Tγ, after a suitable rescaling, converges in probability, to some functional of the Brownian motion. Then we compute the law of this functional. Eventually, we obtain results about the moments of this meeting time. Being...
Mélange : exemples, applications
Merging for time inhomogeneous finite Markov chains. I: Singular values and stability.
Merging of states of Markov chains with infinite probability rates
Mesure de Hausdorff de la trajectoire de certains processus à accroissements indépendants et stationnaires
Mesure invariante des processus de Markov récurrents
Mesures aléatoires stationnaires sur un espace produit
Mesures invariantes sur des ensembles autosimilaires
Metastability in reversible diffusion processes I: Sharp asymptotics for capacities and exit times
We develop a potential theoretic approach to the problem of metastability for reversible diffusion processes with generators of the form on or subsets of , where is a smooth function with finitely many local minima. In analogy to previous work on discrete Markov chains, we show that metastable exit times from the attractive domains of the minima of can be related, up to multiplicative errors that tend to one as , to the capacities of suitably constructed sets. We show that these capacities...
Metastability in reversible diffusion processes II: precise asymptotics for small eigenvalues
We continue the analysis of the problem of metastability for reversible diffusion processes, initiated in [BEGK3], with a precise analysis of the low-lying spectrum of the generator. Recall that we are considering processes with generators of the form on or subsets of , where is a smooth function with finitely many local minima. Here we consider only the generic situation where the depths of all local minima are different. We show that in general the exponentially small part of the spectrum...