Catalogue Search | MBRL
Search Results Heading
Explore the vast range of titles available.
MBRLSearchResults
-
DisciplineDiscipline
-
Is Peer ReviewedIs Peer Reviewed
-
Item TypeItem Type
-
SubjectSubject
-
YearFrom:-To:
-
More FiltersMore FiltersSourceLanguage
Done
Filters
Reset
27,440
result(s) for
"Probability Theory and Stochastic Processes"
Sort by:
One-dimensional empirical measures, order statistics, and Kantorovich transport distances
2019
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.
Nilspace Factors for General Uniformity Seminorms, Cubic Exchangeability and Limits
by
Szegedy, Balázs
,
Candela, Pablo
in
Curves, Cubic
,
Measure-preserving transformations
,
Nilpotent groups
2023
We study a class of measure-theoretic objects that we call
A Probabilistic Approach to Classical Solutions of the Master Equation for Large Population Equilibria
by
Chassagneux, Jean-François
,
Delarue, François
,
Crisan, Dan
in
Stochastic analysis
,
Stochastic control theory
2022
We analyze a class of nonlinear partial differential equations (PDEs) defined on
Stability of heat kernel estimates for symmetric non-local Dirichlet forms
by
Kumagai, Takashi
,
Wang, Jian
,
Chen, Zhen-Qing
in
Dirichlet forms
,
Dirichlet forms. fast (OCoLC)fst00894618
,
Kernel functions
2021
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
by
Swift, Randall J
,
Krinik, Alan
,
Switkes, Jennifer M
in
Congresses
,
Functional analysis
,
Rao, M. M. (Malempati Madhusudana), 1929
2021
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
by
Tsujimoto, Satoshi
,
Croydon, David A.
,
Sasada, Makiko
in
Cellular automata
,
Ergodic theory
,
Pitman's measure of closeness
2023
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
Analyticity Results in Bernoulli Percolation
by
Panagiotis, Christoforos
,
Georgakopoulos, Agelos
in
Combinatorial enumeration problems
,
Percolation (Statistical physics)
2023
We prove that for Bernoulli percolation on
The Mother Body Phase Transition in the Normal Matrix Model
by
Bleher, Pavel M.
,
Silva, Guilherme L. F.
in
Functions, Meromorphic
,
Integral transforms
,
Matrices
2020
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
by
Sobieczky, Florian
in
Combinatorial probability
,
Combinatorial probability.-msc
,
Dynamical systems and ergodic theory
2018
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.