Displaying 441 – 460 of 1453

Showing per page

Excited against the tide: a random walk with competing drifts

Mark Holmes (2012)

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

We study excited random walks in i.i.d. random cookie environments in high dimensions, where the k th cookie at a site determines the transition probabilities (to the left and right) for the k th departure from that site. We show that in high dimensions, when the expected right drift of the first cookie is sufficiently large, the velocity is strictly positive, regardless of the strengths and signs of subsequent cookies. Under additional conditions on the cookie environment, we show that the limiting...

Excited random walk.

Benjamini, Itai, Wilson, David B. (2003)

Electronic Communications in Probability [electronic only]

Existence and simulation of Gibbs-Delaunay-Laguerre tessellations

Daniel Jahn, Filip Seitl (2020)

Kybernetika

Three-dimensional Laguerre tessellation models became quite popular in many areas of physics and biology. They are generated by locally finite configurations of marked points. Randomness is included by assuming that the set of generators is formed by a marked point process. The present paper focuses on 3D marked Gibbs point processes of generators which enable us to specify the desired geometry of the Laguerre tessellation. In order to prove the existence of a stationary Gibbs measure using a general...

Existence of graphs with sub exponential transitions probability decay and applications

Clément Rau (2010)

Bulletin de la Société Mathématique de France

In this paper, we recall the existence of graphs with bounded valency such that the simple random walk has a return probability at time n at the origin of order exp ( - n α ) , for fixed α [ 0 , 1 [ and with Følner function exp ( n 2 α 1 - α ) . This result was proved by Erschler (see [4], [3]); we give a more detailed proof of this construction in the appendix. In the second part, we give an application of the existence of such graphs. We obtain bounds of the correct order for some functional of the local time of a simple random walk on...

Existence, uniqueness and convergence of a particle approximation for the Adaptive Biasing Force process

Benjamin Jourdain, Tony Lelièvre, Raphaël Roux (2010)

ESAIM: Mathematical Modelling and Numerical Analysis

We study a free energy computation procedure, introduced in [Darve and Pohorille, J. Chem. Phys.115 (2001) 9169–9183; Hénin and Chipot, J. Chem. Phys.121 (2004) 2904–2914], which relies on the long-time behavior of a nonlinear stochastic differential equation. This nonlinearity comes from a conditional expectation computed with respect to one coordinate of the solution. The long-time convergence of the solutions to this equation has been proved in [Lelièvre et al., Nonlinearity21 (2008) 1155–1181],...

Explicit formulae of distributions and densities of characteristics of a dynamic advertising and pricing model

Kurt L. Helmes, Torsten Templin (2015)

Banach Center Publications

We analyze the optimal sales process of a stochastic advertising and pricing model with constant demand elasticities. We derive explicit formulae of the densities of the (optimal) sales times and (optimal) prices when a fixed finite number of units of a product are to be sold during a finite sales period or an infinite one. Furthermore, for any time t the exact distribution of the inventory, i.e. the number of unsold items, at t is determined and will be expressed in terms of elementary functions....

Currently displaying 441 – 460 of 1453