A martingale approach to directed polymers in a random environment

The diffusive behavior for a system of directed polymers in a random environment was first rigorously discussed by Imbrie and Spencer, and then by Bolthausen. By means of some basic properties of martingales we extend some results due to Imbrie and Spencer concerning the asymptotic behaviour of the mean square displacement. We also obtain a Wiener process behaviour with probability one for this system. Bolthausen already used some martingale limit theorems to prove a central limit theorem for this system.Partly supported by AvH Foundation.     

负相依随机变量之和的概率大偏差不等式

本文建立了负相依随机变量序列的概率大偏差不等式，并推广了以往文献的结果．     

独立的无界随机变量和的概率不等式

研究了在概率空间(Ω,T,P)上,独立的无界随机变量和尾部概率不等式,提出了一种用切割原始概率空间(Ω,T,P)的新型方法去处理独立的无界随机变量和。给出了独立的无界随机变量和的指数型概率不等式。作为结果的应用,一些有趣的例子被给出。这些例子表明:文中提出的方法和结果对研究独立的无界随机变量和的大样本性质是十分有用的。     

Laws of large numbers of negatively correlated random variables for capacities

Our aim is to present some limit theorems for capacities.We consider a sequence of pairwise negatively correlated random variables.We obtain laws of large numbers for upper probabilities and 2-alternating capacities,using some results in the classical probability theory and a non-additive version of Chebyshev’s inequality and Boral-Contelli lemma for capacities.     

Probabilistische analyse von heuristiken der kombinatorischen optimierung – ein überbllck

To various problems of combinatorial optimization we consider the question how the value of the optimal solution resp. the values of some approximative solutions are predetermined with high probability to a given distribution. We present results to probabilistic analysis of heuristics. We consider the problems Traveling Salesman, Minimum Perfect Matching. Minimum Spanning Tree, Linear Optimization, Bin Packing, Multi-processor-Scheduling, Subset Sum and some problems to random graphs.     

A class of two-sex branching processes with reproduction phase in a random environment

We model the demographic dynamics of populations with sexual reproduction where the reproduction phase occurs in a non-predictable environment and we assume the immigration/out-migration of mating units in the population. We introduce a general class of two-sex branching processes where, in each generation, the number of mating units which take part in the reproduction phase is randomly determined and the offspring probability distribution changes over time in a random environment. We provide several probabilistic results about the limit behaviour of populations whose dynamics is modelled by such a class of stochastic processes. In particular, we provide sufficient conditions for the almost sure extinction of the population or for its survival with a positive probability. As illustration, we include some simulated examples.     

A new approach to the giant component problem

We study the largest component of a random (multi)graph on n vertices with a given degree sequence. We let n → ∞. Then, under some regularity conditions on the degree sequences, we give conditions on the asymptotic shape of the degree sequence that imply that with high probability all the components are small, and other conditions that imply that with high probability there is a giant component and the sizes of its vertex and edge sets satisfy a law of large numbers; under suitable assumptions these are the only two possibilities. In particular, we recover the results by Molloy and Reed on the size of the largest component in a random graph with a given degree sequence. We further obtain a new sharp result for the giant component just above the threshold, generalizing the case of G(n,p) with np = 1 + ω(n)n^?1/3, where ω(n) → ∞ arbitrarily slowly. Our method is based on the properties of empirical distributions of independent random variables, and leads to simple proofs. © 2008 Wiley Periodicals, Inc. Random Struct. Alg., 2009     

Solution to the OK Corral Model via Decoupling of Friedman's Urn

We consider the OK Corral model formulated by Williams and McIlroy(11) and later studied by Kingman.⁽⁷⁾ In this paper we refine some of Kingman's results, by showing the connection between this model and Friedman's urn, and using Rubin's construction to decouple the urn. Also we obtain the exact expression for the probability of survival of exactly S gunmen given an initially fair configuration.     

Distribution of Subdominant Eigenvalues of Random Matrices

We mainly investigate the behavior of the subdominant eigenvalue of matrices B= (b _i,j)^n,n whose entries are independent random variables with an expectation Eb _i,j=1/n and with a variance n c/n ² for some constant c 0. For such matrices we show that for large n, the subdominant eigenvalue is, with great probability, in a small neighborhood of 0. We also show that for large n, the spectral radius of such matrices is, with great probability, in a small neighborhood of 1.     

Barrier Coverage

Suppose sensors are deployed randomly in a long thin strip, and suppose each sensor can detect objects within a fixed distance. We say that the sensors achieve barrier coverage if there is no path across the strip that a small object can follow that avoids detection by the sensors. We give fairly precise results on the probability that barrier coverage is achieved as a function of the range of the sensors, the height and length of the strip, and the number of sensors deployed. In particular, we show that the most likely obstruction—a rectangular region crossing the strip which is devoid of sensors—does not in general dominate the probability of failure of barrier coverage. © 2016 Wiley Periodicals, Inc. Random Struct. Alg., 49, 429–478, 2016     

THE CONSTRUCTION OF MULTITYPE CANONICAL MARKOV BRANCHING CHAINS IN RANDOM ENVIRONMENTS

The investigation for branching processes has a long history by their strong physics background, but only a few authors have investigated the branching processes in random environments. First of all, the author introduces the concepts of the multitype canonical Markov branching chain in random environment (CMBCRE) and multitype Markov branching chain in random environment (MBCRE) and proved that CMBCRE must be MBCRE, and any MBCRE must be equivalent to another CMBCRE in distribution. The main results of this article are the construction of CMBCRE and some of its probability properties.     

Integro-Local and Integral Limit Theorems on the Large Deviations of Sums of Random Vectors: Regular Distributions

We study the asymptotics of the probability that the sum of random vectors belongs to a relatively small cube in the range of large deviations.     

Large‐deviations/thermodynamic approach to percolation on the complete graph

We present a large‐deviations/thermodynamic approach to the classic problem of percolation on the complete graph. Specifically, we determine the large‐deviation rate function for the probability that the giant component occupies a fixed fraction of the graph while all other components are “small.” One consequence is an immediate derivation of the “cavity” formula for the fraction of vertices in the giant component. As a byproduct of our analysis we compute the large‐deviation rate functions for the probability of the event that the random graph is connected, the event that it contains no cycles and the event that it contains only small components. © 2007 Wiley Periodicals, Inc. Random Struct. Alg., 2007     

Optimally reliable networks

In this paper, we consider the probability of disconnection of a graph as a measure of network reliability. We compare the vertex and edge failure cases, and then concentrate on the vertex failure case. Optimal graphs are graphs which minimise the probability of disconnection for a given number of vertices and edges when the probability of vertex failure is small. We describe the known results on the construction of optimal regular graphs and present some new results on the construction of optimal nonregular graphs.     

关于随机环境中的马尔可夫过程的简介——纪念李国平院士吴新谋教授诞辰100周年

该文系统地介绍随机环境中的马尔可夫过程. 共4章, 第一章介绍依时的随机环境中的马尔可夫链(MCTRE), 包括MCTRE的存在性及等价描述; 状态分类; 遍历理论及不变测度; p-θ 链的中心极限定理和不变原理. 第二章介绍依时的随机环境中的马尔可夫过程(MPTRE), 包括MPTRE的基本概念; 随机环境中的q -过程存在唯一性; 时齐的q -过程;MPTRE的构造及等价性定理.第三章介绍依时的随机环境中的分枝链(MBCRE), 包括有限维的和无穷维的MBCRE的模型和基本概念; 它们的灭绝概念;两极分化; 增殖率等.第四章介绍依时依空的随机环境中的马尔可夫链(MCSTRE), 包括MCSTRE的基本概念、构造; 依时依空的随机环境中的随机徘徊(RWSTRE)的中心极限定理、不变原理.     

RENEWAL THEOREM FOR （L, 1）-RANDOM WALK IN RANDOM ENVIRONMENT

We consider a random walk on Z in random environment with possible jumps {-L,…, -1, 1}, in the case that the environment {ωi ： i ∈ Z} are i.i.d.. We establish the renewal theorem for the Markov chain of ＂the environment viewed from the particle＂ in both annealed probability and quenched probability, which generalize partially the results of Kesten （1977） and Lalley （1986） for the nearest random walk in random environment on Z, respectively. Our method is based on （L, 1）-RWRE formulated in Hong and Wang the intrinsic branching structure within the （2013）.     

Twin peaks

We study random labelings of graphs conditioned on a small number (typically one or two) peaks, that is, local maxima. We show that the boundaries of level sets of a random labeling of a square with a single peak have dimension 2, in a suitable asymptotic sense. The gradient line of a random labeling of a long ladder graph conditioned on a single peak consists mostly of straight line segments. We show that for some tree‐graphs, if a random labeling is conditioned on exactly two peaks then the peaks can be very close to each other. We also study random labelings of regular trees conditioned on having exactly two peaks. Our results suggest that the top peak is likely to be at the root and the second peak is equally likely, more or less, to be any vertex not adjacent to the root.     

Probabilities of Sentences about Very Sparse Random Graphs

We consider random graphs with edge probability βn^?α, where n is the number of vertices of the graph, β > 0 is fixed, and α = 1 or α = (l + 1) /l for some fixed positive integer l. We prove that for every first-order sentence, the probability that the sentence is true for the random graph has an asymptotic limit.     

Connectivity of a general class of inhomogeneous random digraphs

We study a family of directed random graphs whose arcs are sampled independently of each other, and are present in the graph with a probability that depends on the attributes of the vertices involved. In particular, this family of models includes as special cases the directed versions of the Erd?s‐Rényi model, graphs with given expected degrees, the generalized random graph, and the Poissonian random graph. We establish a phase transition for the existence of a giant strongly connected component and provide some other basic properties, including the limiting joint distribution of the degrees and the mean number of arcs. In particular, we show that by choosing the joint distribution of the vertex attributes according to a multivariate regularly varying distribution, one can obtain scale‐free graphs with arbitrary in‐degree/out‐degree dependence.     

Sturm's Method in Counting Roots of Random Polynomial Equations

The problem of finding the probability distribution of the number of zeros in some real interval of a random polynomial whose coefficients have a given continuous joint density function is considered. An algorithm which enables one to express this probability as a multiple integral is presented. Formulas for the number of zeros of random quadratic polynomials and random polynomials of higher order, some coefficients of which are non-random and equal to zero, are derived via use of the algorithm. Finally, the applicability of these formulas in numerical calculations is illustrated.