排序方式: 共有36条查询结果,搜索用时 922 毫秒
1.
2.
New criteria are provided for determining whether an integral representation of a stable process is minimal. These criteria are based on various nonminimal sets and their projections, and have several advantages over and shed light on already available criteria. In particular, they naturally lead from a nonminimal representation to the one which is minimal. Several known examples are considered to illustrate the main results. The general approach is also adapted to show that the so-called mixed moving averages have a minimal integral representation of the mixed moving average type. 相似文献
3.
Jean Bertoin Vladas Sidoravicius Maria Eulalia Vares 《Random Structures and Algorithms》2010,36(4):477-487
We consider a system of particles with arms that are activated randomly to grab other particles as a toy model for polymerization. We assume that the following two rules are fulfilled: once a particle has been grabbed then it cannot be grabbed again, and an arm cannot grab a particle that belongs to its own cluster. We are interested in the shape of a typical polymer in the situation when the initial number of monomers is large and the numbers of arms of monomers are given by i.i.d. random variables. Our main result is a limit theorem for the empirical distribution of polymers, where limit is expressed in terms of a Galton‐Watson tree. © 2010 Wiley Periodicals, Inc. Random Struct. Alg., 2010 相似文献
4.
The speed v(β) of a β‐biased random walk on a Galton‐Watson tree without leaves is increasing for β ≥ 1160. © 2014 Wiley Periodicals, Inc. 相似文献
5.
Hannes Helgason Vladas Pipiras Patrice Abry 《Journal of computational and graphical statistics》2013,22(3):616-635
When generating Gaussian stationary random fields, a standard method based on circulant matrix embedding usually fails because some of the associated eigenvalues are negative. The eigenvalues can be shown to be nonnegative in the limit of increasing sample size. Computationally feasible large sample sizes, however, rarely lead to nonnegative eigenvalues. Another solution is to extend suitably the covariance function of interest so that the eigenvalues of the embedded circulant matrix become nonnegative in theory. Though such extensions have been found for a number of examples of stationary fields, the method depends on nontrivial constructions in specific cases.In this work, the embedded circulant matrix is smoothed at the boundary by using a cutoff window or overlapping windows over a transition region. The windows are not specific to particular examples of stationary fields. The resulting method modifies the standard circulant embedding, and is easy to use. It is shown that this straightforward approach works for many examples of interest, with the overlapping windows performing consistently better. The method even outperforms in the cases where extending the covariance leads to nonnegative eigenvalues in theory, in the sense that the transition region is considerably smaller. The Matlab code implementing the method is included in the online supplementary materials and also publicly available at www.hermir.org. 相似文献
6.
The initial purpose of this work is to provide a probabilistic explanation of recent results on a version of Smoluchowski’s
coagulation equations in which the number of aggregations is limited. The latter models the deterministic evolution of concentrations
of particles in a medium where particles coalesce pairwise as time passes and each particle can only perform a given number
of aggregations. Under appropriate assumptions, the concentrations of particles converge as time tends to infinity to some
measure which bears a striking resemblance with the distribution of the total population of a Galton-Watson process started
from two ancestors.
Roughly speaking, the configuration model is a stochastic construction which aims at producing a typical graph on a set of
vertices with pre-described degrees. Specifically, one attaches to each vertex a certain number of stubs, and then join pairwise
the stubs uniformly at random to create edges between vertices.
In this work, we use the configuration model as the stochastic counterpart of Smoluchowski’s coagulation equations with limited
aggregations. We establish a hydrodynamical type limit theorem for the empirical measure of the shapes of clusters in the
configuration model when the number of vertices tends to ∞. The limit is given in terms of the distribution of a Galton-Watson
process started with two ancestors. 相似文献
7.
We study the long-time behavior of conservative interacting particle systems in ℤ: the activated random walk model for reaction-diffusion
systems and the stochastic sandpile. We prove that both systems undergo an absorbing-state phase transition. 相似文献
8.
Ronald Dickman Leonardo T. Rolla Vladas Sidoravicius 《Journal of statistical physics》2010,138(1-3):126-142
We study a particle system with hopping (random walk) dynamics on the integer lattice ? d . The particles can exist in two states, active or inactive (sleeping); only the former can hop. The dynamics conserves the number of particles; there is no limit on the number of particles at a given site. Isolated active particles fall asleep at rate λ>0, and then remain asleep until joined by another particle at the same site. The state in which all particles are inactive is absorbing. Whether activity continues at long times depends on the relation between the particle density ζ and the sleeping rate λ. We discuss the general case, and then, for the one-dimensional totally asymmetric case, study the phase transition between an active phase (for sufficiently large particle densities and/or small λ) and an absorbing one. We also present arguments regarding the asymptotic mean hopping velocity in the active phase, the rate of fixation in the absorbing phase, and survival of the infinite system at criticality. Using mean-field theory and Monte Carlo simulation, we locate the phase boundary. The phase transition appears to be continuous in both the symmetric and asymmetric versions of the process, but the critical behavior is very different. The former case is characterized by simple integer or rational values for critical exponents (β=1, for example), and the phase diagram is in accord with the prediction of mean-field theory. We present evidence that the symmetric version belongs to the universality class of conserved stochastic sandpiles, also known as conserved directed percolation. Simulations also reveal an interesting transient phenomenon of damped oscillations in the activity density. 相似文献
9.
The motivation for this paper is the study of the phase transition for recurrence/ transience of a class of self-interacting random walks on trees, which includes the once-reinforced random walk. For this purpose, we define a quantity, which we call the branching-ruin number of a tree, which provides (in the spirit of Furstenberg [11] and Lyons [13]) a natural way to measure trees with polynomial growth. We prove that the branching-ruin number of a tree is equal to the critical parameter for the recurrence/transience of the once-reinforced random walk. We define a sharp and effective (i.e., computable) criterion characterizing the recurrence/transience of a larger class of self-interacting walks on trees, providing the complete picture for their phase transition. © 2019 Wiley Periodicals, Inc. 相似文献
10.
Vincent Beffara Vladas Sidoravicius Maria Eulalia Vares 《Probability Theory and Related Fields》2010,147(3-4):565-581
We study a variant of poly-nuclear growth where the level boundaries perform continuous-time, discrete-space random walks, and study how its asymptotic behavior is affected by the presence of a columnar defect on the line. We prove that there is a non-trivial phase transition in the strength of the perturbation, above which the law of large numbers for the height function is modified. 相似文献