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Hydrodynamical behavior of symmetric exclusion with slow bonds

Tertuliano Franco, Patrícia Gonçalves, Adriana Neumann (2013)

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

We consider the exclusion process in the one-dimensional discrete torus with N points, where all the bonds have conductance one, except a finite number of slow bonds, with conductance N - β , with β [ 0 , ) . We prove that the time evolution of the empirical density of particles, in the diffusive scaling, has a distinct behavior according to the range of the parameter β . If β [ 0 , 1 ) , the hydrodynamic limit is given by the usual heat equation. If β = 1 , it is given by a parabolic equation involving an operator d d x d d W , where W ...

Inferring the residual waiting time for binary stationary time series

Gusztáv Morvai, Benjamin Weiss (2014)

Kybernetika

For a binary stationary time series define σ n to be the number of consecutive ones up to the first zero encountered after time n , and consider the problem of estimating the conditional distribution and conditional expectation of σ n after one has observed the first n outputs. We present a sequence of stopping times and universal estimators for these quantities which are pointwise consistent for all ergodic binary stationary processes. In case the process is a renewal process with zero the renewal state...

Infinite queueing systems with tree structure

Lucie Fajfrová (2006)

Kybernetika

We focus on invariant measures of an interacting particle system in the case when the set of sites, on which the particles move, has a structure different from the usually considered set d . We have chosen the tree structure with the dynamics that leads to one of the classical particle systems, called the zero range process. The zero range process with the constant speed function corresponds to an infinite system of queues and the arrangement of servers in the tree structure is natural in a number...

Infinite system of Brownian balls with interaction: the non-reversible case

Myriam Fradon, Sylvie Rœlly (2007)

ESAIM: Probability and Statistics

We consider an infinite system of hard balls in d undergoing Brownian motions and submitted to a smooth pair potential. It is modelized by an infinite-dimensional stochastic differential equation with an infinite-dimensional local time term. Existence and uniqueness of a strong solution is proven for such an equation with fixed deterministic initial condition. We also show that Gibbs measures are reversible measures.

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