Results 1 to 10 of about 1,487,844 (47)
Moments of partition functions of 2D Gaussian polymers in the weak disorder regime – II [PDF]
Electronic Journal of Probability, 2023 Let $W_N(\beta) = \mathrm{E}_0\left[e^{ \sum_{n=1}^N \beta \omega(n,S_n) - N\beta^2/2}\right]$ be the partition function of a two-dimensional directed polymer in a random environment, where $\omega(i,x), i\in \mathbb{N}, x\in \mathbb{Z}^2$ are i.i.d ...
Clément Cosco, O. Zeitouni
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Ramification of Volterra-type rough paths [PDF]
Electronic Journal of Probability, 2021 We extend the new approach introduced in arXiv:1912.02064v2 [math.PR] and arXiv:2102.10119v1 [math.PR] for dealing with stochastic Volterra equations using the ideas of Rough Path theory and prove global existence and uniqueness results. The main idea of
Y. Bruned, Foivos Katsetsiadis
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Strictly subgaussian probability distributions [PDF]
Electronic Journal of Probability, 2023 We explore the class of probability distributions on the real line whose Laplace transform admits a strong upper bound of subgaussian type. Using Hadamard's factorization theorem, we extend the class $\mathfrak L$ of Newman and propose new sufficient ...
S. G. Bobkov, G. Chistyakov, F. Gotze
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Estimating the probability that a given vector is in the convex hull of a random sample [PDF]
Probability theory and related fields, 2021 For a d -dimensional random vector X , let $$p_{n, X}(\theta )$$ p n , X ( θ ) be the probability that the convex hull of n independent copies of X contains a given point $$\theta $$ θ . We provide several sharp inequalities regarding $$p_{n, X}(\theta )$
Satoshi Hayakawa +2 more
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Dissipative probability vector fields and generation of evolution semigroups in Wasserstein spaces [PDF]
Probability theory and related fields, 2021 We introduce and investigate a notion of multivalued $$\lambda $$ λ -dissipative probability vector field (MPVF) in the Wasserstein space $$\mathcal {P}_2({\textsf {X} })$$ P 2 ( X ) of Borel probability measures on a Hilbert space $${\textsf {X} }$$ X .
Giulia Cavagnari +2 more
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Parking Functions: From Combinatorics to Probability [PDF]
Methodology and Computing in Applied Probability, 2021 Suppose that m drivers each choose a preferred parking space in a linear car park with n spots. In order, each driver goes to their chosen spot and parks there if possible, and otherwise takes the next available spot if it exists.
R. Kenyon, Mei Yin
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Law of large numbers and central limit theorem under nonlinear expectations [PDF]
Probability, Uncertainty and Quantitative Risk, 2007 The main achievement of this paper is the finding and proof of Central Limit Theorem (CLT, see Theorem 12) under the framework of sublinear expectation.
S. Peng
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Anomalous heat-kernel decay for random walk among bounded random conductances [PDF]
arXiv.org, 2006 We consider the nearest-neighbor simple random walk on $\Z^d$, $d\ge2$, driven by a field of bounded random conductances $\omega_{xy}\in[0,1]$. The conductance law is i.i.d.
Noam Berger +3 more
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Foundations of Modern Probability
Probability Theory and Stochastic Modelling, 2021 * Measure Theory-Basic Notions * Measure Theory-Key Results * Processes, Distributions, and Independence * Random Sequences, Series, and Averages * Characteristic Functions and Classical Limit Theorems * Conditioning and Disintegration * Martingales and ...
O. Kallenberg
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Invariance principles for random walks in random environment on trees [PDF]
Electronic Journal of Probability, 2018 In arXiv:1609.05666v1 [math.PR] a functional limit theorem was proved. It states that symmetric processes associated with resistance metric measure spaces converge when the underlying spaces converge with respect to the Gromov-Hausdorff-vague topology ...
George Andriopoulos
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