Waiting for mutations.
Walk dimension and function spaces on self-similar fractals
We outline the construction of Brownian motion on certain self-similar fractals and introduce the notion of walk dimension. We then show how the probabilistic approach relates to the theory of function spaces on fractals.
Wave propagation in a lattice KPP equation in random media.
Wavelets, Generalized White Noise and Fractional Integration: The Synthesis of Fractional Brownian Motion.
Weak conditions for the existence of optimal stationary policies in average Markov decision chains with unbounded costs
Weak convergence of jump processes
Weak convergence of reflecting Brownian motions.
Weak convergence to fractional Brownian motion in some anisotropic Besov space
We give some limit theorems for the occupation times of 1-dimensional Brownian motion in some anisotropic Besov space. Our results generalize those obtained by Csaki et al. [4] in continuous functions space.
Weak convergence to the law of the brownian sheet
Weak inequalities for exit times and analytic functions
Weak Pinsker property and Markov processes
Weak solutions for a simple hyperbolic system.
Weakly mixing but not mixing quasi-Markovian processes
Let (f,α) be the process given by an endomorphism f and by a finite partition of a Lebesgue space. Let E(f,α) be the class of densities of absolutely continuous invariant measures for skew products with the base (f,α). We say that (f,α) is quasi-Markovian if . We show that there exists a quasi-Markovian process which is weakly mixing but not mixing. As a by-product we deduce that the set of all coboundaries which are measurable with respect to the ’chequer-wise’ partition for σ × S, where σ is...
What random variable generates a bounded potential?
Where did the Brownian particle go?
Where does randomness lead in spacetime?
We provide an alternative algebraic and geometric approach to the results of [I. Bailleul, Probab. Theory Related Fields141 (2008) 283–329] describing the asymptotic behaviour of the relativistic diffusion.
Which values of the volume growth and escape time exponent are possible for a graph?
Why the Kemeny Time is a constant
We present a new fundamental intuition forwhy the Kemeny feature of a Markov chain is a constant. This new perspective has interesting further implications.
Wiener functionals of second order and their Lévy measures.
Wiener integral for the coordinate process under the σ-finite measure unifying Brownian penalisations
Wiener integral for the coordinate process is defined under the σ-finite measure unifying Brownian penalisations, which has been introduced by [Najnudel et al., C. R. Math. Acad. Sci. Paris345 (2007) 459–466] and [Najnudel et al., MSJ Memoirs19. Mathematical Society of Japan, Tokyo (2009)]. Its decomposition before and after last exit time from 0 is studied. This study prepares for the author's recent study [K. Yano, J. Funct. Anal.258 (2010) 3492–3516] of Cameron-Martin formula for the...