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27,440 result(s) for "Probability Theory and Stochastic Processes"
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One-dimensional empirical measures, order statistics, and Kantorovich transport distances
This work is devoted to the study of rates of convergence of the empirical measures \\mu_{n} = \\frac {1}{n} \\sum_{k=1}^n \\delta_{X_k}, n \\geq 1, over a sample (X_{k})_{k \\geq 1} of independent identically distributed real-valued random variables towards the common distribution \\mu in Kantorovich transport distances W_p. The focus is on finite range bounds on the expected Kantorovich distances \\mathbb{E}(W_{p}(\\mu_{n},\\mu )) or \\big [ \\mathbb{E}(W_{p}^p(\\mu_{n},\\mu )) \\big ]^1/p in terms of moments and analytic conditions on the measure \\mu and its distribution function. The study describes a variety of rates, from the standard one \\frac {1}{\\sqrt n} to slower rates, and both lower and upper-bounds on \\mathbb{E}(W_{p}(\\mu_{n},\\mu )) for fixed n in various instances. Order statistics, reduction to uniform samples and analysis of beta distributions, inverse distribution functions, log-concavity are main tools in the investigation. Two detailed appendices collect classical and some new facts on inverse distribution functions and beta distributions and their densities necessary to the investigation.
Stability of heat kernel estimates for symmetric non-local Dirichlet forms
In this paper, we consider symmetric jump processes of mixed-type on metric measure spaces under general volume doubling condition, and establish stability of two-sided heat kernel estimates and heat kernel upper bounds. We obtain their stable equivalent characterizations in terms of the jumping kernels, variants of cut-off Sobolev inequalities, and the Faber-Krahn inequalities. In particular, we establish stability of heat kernel estimates for
Brownian regularity for the Airy line ensemble, and multi-polymer watermelons in Brownian last passage percolation
The Airy line ensemble is a positive-integer indexed system of random continuous curves whose finite dimensional distributions are given by the multi-line Airy process. It is a natural object in the KPZ universality class: for example, its highest curve, the Airy In this paper, we employ the Brownian Gibbs property to make a close comparison between the Airy line ensemble’s curves after affine shift and Brownian bridge, proving the finiteness of a superpolynomially growing moment bound on Radon-Nikodym derivatives. We also determine the value of a natural exponent describing in Brownian last passage percolation the decay in probability for the existence of several near geodesics that are disjoint except for their common endpoints, where the notion of ‘near’ refers to a small deficit in scaled geodesic energy, with the parameter specifying this nearness tending to zero. To prove both results, we introduce a technique that may be useful elsewhere for finding upper bounds on probabilities of events concerning random systems of curves enjoying the Brownian Gibbs property. Several results in this article play a fundamental role in a further study of Brownian last passage percolation in three companion papers (Hammond 2017a,b,c), in which geodesic coalescence and geodesic energy profiles are investigated in scaled coordinates.
Stochastic Processes and Functional Analysis
This volume contains the proceedings of the AMS Special Session on Celebrating M. M. Rao's Many Mathematical Contributions as he Turns 90 Years Old, held from November 9-10, 2019, at the University of California, Riverside, California.The articles show the effectiveness of abstract analysis for solving fundamental problems of stochastic theory, specifically the use of functional analytic methods for elucidating stochastic processes and their applications. The volume also includes a biography of M. M. Rao and the list of his publications.
Dynamics of the Box-Ball System with Random Initial Conditions via Pitman’s Transformation
The box-ball system (BBS), introduced by Takahashi and Satsuma in 1990, is a cellular automaton that exhibits solitonic behaviour. In this article, we study the BBS when started from a random two-sided infinite particle configuration. For such a model, Ferrari et al. recently showed the invariance in distribution of Bernoulli product measures with density strictly less than
The Mother Body Phase Transition in the Normal Matrix Model
The normal matrix model with algebraic potential has gained a lot of attention recently, partially in virtue of its connection to several other topics as quadrature domains, inverse potential problems and the Laplacian growth. In this present paper we consider the normal matrix model with cubic plus linear potential. In order to regularize the model, we follow Elbau & Felder and introduce a cut-off. In the large size limit, the eigenvalues of the model accumulate uniformly within a certain domain We also study in detail the mother body problem associated to To construct the mother body measure, we define a quadratic differential Following previous works of Bleher & Kuijlaars and Kuijlaars & López, we consider multiple orthogonal polynomials associated with the normal matrix model. Applying the Deift-Zhou nonlinear steepest descent method to the associated Riemann-Hilbert problem, we obtain strong asymptotic formulas for these polynomials. Due to the presence of the linear term in the potential, there are no rotational symmetries in the model. This makes the construction of the associated
Unimodularity in Randomly Generated Graphs
This volume contains the proceedings of the AMS Special Session on Unimodularity in Randomly Generated Graphs, held from October 8-9, 2016, in Denver, Colorado. Unimodularity, a term initially used in locally compact topological groups, is one of the main examples in which the generalization from groups to graphs is successful. The \"randomly generated graphs\", which include percolation graphs, random Erdős-Rényi graphs, and graphings of equivalence relations, are much easier to describe if they result as random objects in the context of unimodularity, with respect to either a vertex-transient \"host\"-graph or a probability measure. This volume tries to give an impression of the various fields in which the notion currently finds strong development and application: percolation theory, point processes, ergodic theory, and dynamical systems.