Existence de processus Markoviens pour des systèmes infinis de particules
Existence of graphs with sub exponential transitions probability decay and applications
In this paper, we recall the existence of graphs with bounded valency such that the simple random walk has a return probability at time at the origin of order for fixed and with Følner function . 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 of multi-dimensional infinite volume self-organized critical forest-fire models.
Existence, uniqueness and convergence of a particle approximation for the Adaptive Biasing Force process
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],...
Exit times of symmetric stable processes from unbounded convex domains.
Expansion for the Lyapunov exponent of the one-dimensional Anderson model at low disorder.
Explicit formulae of distributions and densities of characteristics of a dynamic advertising and pricing model
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....
Explicit formulas for correlation functions of ground states of the 1 dimensional XY model
Explicit formulas for transition intensities in the queueing system
Exponential concentration for first passage percolation through modified Poincaré inequalities
We provide a new exponential concentration inequality for first passage percolation valid for a wide class of edge times distributions. This improves and extends a result by Benjamini, Kalai and Schramm (Ann. Probab.31 (2003)) which gave a variance bound for Bernoulli edge times. Our approach is based on some functional inequalities extending the work of Rossignol (Ann. Probab.35 (2006)), Falik and Samorodnitsky (Combin. Probab. Comput.16 (2007)).
Exponential waiting time for filling a large interval in the symmetric simple exclusion process
Extended piecewise Markov processes in continuous time
Extended piecewise Markov processes in discrete time
Extinction for two parabolic stochastic PDE's on the lattice
Extremes of interarrival times of a Poisson process under conditioning