共查询到20条相似文献,搜索用时 15 毫秒
1.
Agoston Pisztora Tobias Povel Ofer Zeitouni 《Probability Theory and Related Fields》1999,113(2):191-219
ωx } (taking values in the interval [1/2, 1)), which serve as an environment. This environment defines a random walk {X k } (called a RWRE) which, when at x, moves one step to the right with probability ω x , and one step to the left with probability 1 −ωx. Solomon (1975) determined the almost-sure asymptotic speed (= rate of escape) of a RWRE, in a more general set-up. Dembo, Peres and Zeitouni (1996), following earlier work by Greven and den Hollander (1994) on the quenched case, have computed rough tail asymptotics for the empirical mean of the annealed RWRE. They conjectured the form of the rate function in a full LDP. We prove in this paper their conjecture. The proof is based on a “coarse graining scheme” together with comparison techniques. Received: 22 July 1997/Revised version: 15 June 1998 相似文献
2.
Jérôme Dedecker 《Probability Theory and Related Fields》1998,110(3):397-426
Summary. We prove a central limit theorem for strictly stationary random fields under a projective assumption. Our criterion is similar
to projective criteria for stationary sequences derived from Gordin's theorem about approximating martingales. However our
approach is completely different, for we establish our result by adapting Lindeberg's method. The criterion that it provides
is weaker than martingale-type conditions, and moreover we obtain as a straightforward consequence, central limit theorems
for α-mixing or φ-mixing random fields.
Received: 19 February 1997 / In revised form: 2 September 1997 相似文献
3.
We prove a large deviation principle for a process indexed by cubes of the multidimensional integer lattice or Euclidean
space, under approximate additivity and regularity hypotheses. The rate function is the convex dual of the limiting logarithmic
moment generating function. In some applications the rate function can be expressed in terms of relative entropy. The general
result applies to processes in Euclidean combinatorial optimization, statistical mechanics, and computational geometry. Examples
include the length of the minimal tour (the traveling salesman problem), the length of the minimal matching graph, the length
of the minimal spanning tree, the length of the k-nearest neighbors graph, and the free energy of a short-range spin glass model.
Received: 3 April 1999 / Revised version: 23 June 1999 / Published online: 8 May 2001 相似文献
4.
R. A. Doney 《Probability Theory and Related Fields》1997,107(4):451-465
Summary. If {S
n
,n≧0} is an integer-valued random walk such that S
n
/a
n
converges in distribution to a stable law of index α∈ (0,1) as n→∞, then Gnedenko’s local limit theorem provides a useful estimate for P{S
n
=r} for values of r such that r/a
n
is bounded. The main point of this paper is to show that, under certain circumstances, there is another estimate which is
valid when r/a
n
→ +∞, in other words to establish a large deviation local limit theorem. We also give an asymptotic bound for P{S
n
=r} which is valid under weaker assumptions. This last result is then used in establishing some local versions of generalized
renewal theorems.
Received: 9 August 1995 / In revised form: 29 September 1996 相似文献
5.
Ito's rule is established for the diffusion processes on the graphs. We also consider a family of diffusions processes with
small noise on a graph. Large deviation principle is proved for these diffusion processes and their local times at the vertices.
Received: 12 February 1997 / Revised version: 3 March 1999 相似文献
6.
ribbon graphs , i.e., graphs realized as disks (vertices) joined together by strips (edges) glued to their boundaries, corresponding to
neighbourhoods of graphs embedded into surfaces. We construct a four-variable polynomial invariant of these objects, the ribbon graph polynomial, which has all the main properties of the Tutte polynomial. Although the ribbon graph polynomial extends the Tutte polynomial,
its definition is very different, and it depends on the topological structure in an essential way.
Received: 14 September 2000 / Published online: 18 January 2002 相似文献
7.
Let X
i
, i∈N, be i.i.d. B-valued random variables, where B is a real separable Banach space. Let Φ be a mapping B→R. Under a central limit theorem assumption, an asymptotic evaluation of Z
n
= E (exp (n
Φ (∑
i
=1
n
X
i
/n))), up to a factor (1 + o(1)), has been gotten in Bolthausen [1]. In this paper, we show that the same asymptotic evaluation can be gotten without
the central limit theorem assumption.
Received: 19 September 1997 / Revised version:22 April 1999 相似文献
8.
Suppose K is a compact convex set in ℝ2 and X
i
, 1≤i≤n, is a random sample of points in the interior of K. Under general assumptions on K and the distribution of the X
i
we study the asymptotic properties of certain statistics of the convex hull of the sample.
Received: 24 July 1996/Revised version: 24 February 1998 相似文献
9.
Katalin Marton 《Probability Theory and Related Fields》1998,110(3):427-439
Summary. Let X={X
i
}
i
=−∞
∞ be a stationary random process with a countable alphabet and distribution q. Let q
∞(·|x
−
k
0) denote the conditional distribution of X
∞=(X
1,X
2,…,X
n
,…) given the k-length past:
Write d(1,x
1)=0 if 1=x
1, and d(1,x
1)=1 otherwise. We say that the process X admits a joining with finite distance u if for any two past sequences −
k
0=(−
k
+1,…,0) and x
−
k
0=(x
−
k
+1,…,x
0), there is a joining of q
∞(·|−
k
0) and q
∞(·|x
−
k
0), say dist(0
∞,X
0
∞|−
k
0,x
−
k
0), such that
The main result of this paper is the following inequality for processes that admit a joining with finite distance:
Received: 6 May 1996 / In revised form: 29 September 1997 相似文献
10.
Hans-Peter Scheffler 《Probability Theory and Related Fields》2000,116(2):257-271
For a random vector belonging to the (generalized) domain of operator semistable attraction of some nonnormal law we prove
various variants of Chover's law of the iterated logarithm for the partial sum. Furthermore we also derive some large deviation
results necessary for the proof of our main theorems.
Received: 30 September 1998 / Revised version: 28 May 1999 相似文献
11.
Summary. We prove a functional central limit theorem for stationary random sequences given by the transformations
on the two-dimensional torus. This result is based on a functional central limit theorem for ergodic stationary martingale
differences with values in a separable Hilbert space of square integrable functions.
Received: 11 March 1997 / In revised form: 1 December 1997This research was supported by the Deutsche Forschungsgemeinschaft
and the Russian Foundation for Basic Research, grant 96-01-00096. The second author was also partially supported by INTAS,
grant 94-4194. 相似文献
12.
Vydas Čekanavičius 《Probability Theory and Related Fields》1998,111(4):565-583
For lattice distributions a convolution of two signed Poisson measures proves to be an approximation comparable with the
normal law. It enables to get rid of cumbersome summands in asymptotic expansions and to obtain estimates for all Borel sets.
Asymptotics can be constructed two-ways: by adding summands to the leading term or by adding summands in its exponent. The
choice of approximations is confirmed by the Ibragimov-type necessary and sufficient conditions.
Received: 20 November 1996 / Revised version: 5 December 1997 相似文献
13.
Eric M. Rains 《Probability Theory and Related Fields》1998,112(3):411-423
Using the machinery of zonal polynomials, we examine the limiting behavior of random symmetric matrices invariant under conjugation
by orthogonal matrices as the dimension tends to infinity. In particular, we give sufficient conditions for the distribution
of a fixed submatrix to tend to a normal distribution. We also consider the problem of when the sequence of partial sums of
the diagonal elements tends to a Brownian motion. Using these results, we show that if O
n
is a uniform random n×n orthogonal matrix, then for any fixed k>0, the sequence of partial sums of the diagonal of O
k
n
tends to a Brownian motion as n→∞.
Received: 3 February 1998 / Revised version: 11 June 1998 相似文献
14.
Summary. Consider the stationary linear process , , where is an i.i.d. finite variance sequence. The spectral density of may diverge at the origin (long-range dependence) or at any other frequency. Consider now the quadratic form , where denotes a non-linear function (Appell polynomial). We provide general conditions on the kernels and for to converge to a Gaussian distribution. We show that this convergence holds if and are not too badly behaved. However, the good behavior of one kernel may compensate for the bad behavior of the other. The
conditions are formulated in the spectral domain.
Received: 28 February 1996 / In revised form: 10 July 1996 相似文献
15.
Liudas Giraitis Murad S. Taqqu Norma Terrin 《Probability Theory and Related Fields》1998,110(3):333-367
Summary. Let (X
t
,t∈Z) be a linear sequence with non-Gaussian innovations and a spectral density which varies regularly at low frequencies. This
includes situations, known as strong (or long-range) dependence, where the spectral density diverges at the origin. We study
quadratic forms of bivariate Appell polynomials of the sequence (X
t
) and provide general conditions for these quadratic forms, adequately normalized, to converge to a non-Gaussian distribution.
We consider, in particular, circumstances where strong and weak dependence interact. The limit is expressed in terms of multiple
Wiener-It? integrals involving correlated Gaussian measures.
Received: 22 August 1996 / In revised form: 30 August 1997 相似文献
16.
Eric David Belsley 《Probability Theory and Related Fields》1998,112(4):493-533
When run on any non-bipartite q-distance regular graph from a family containing graphs of arbitrarily large diameter d, we show that d steps are necessary and sufficient to drive simple random walk to the uniform distribution in total variation distance, and
that a sharp cutoff phenomenon occurs. For most examples, we determine the set on which the variation distance is achieved,
and the precise rate at which it decays.
The upper bound argument uses spectral methods – combining the usual Cauchy-Schwarz bound on variation distance with a bound
on the tail probability of a first-hitting time, derived from its generating function.
Received: 2 April 1997 / Revised version: 10 May 1998 相似文献
17.
Hongyuan Zha 《Numerische Mathematik》1996,72(3):391-417
Summary.
We present a numerical algorithm for computing a few
extreme generalized
singular values and corresponding vectors of a sparse
or structured matrix
pair .
The algorithm is based on the CS decomposition and
the Lanczos
bidiagonalization process.
At each iteration step of the
Lanczos process, the solution to
a linear least squares problem with
as
the coefficient matrix is approximately computed, and
this consists the only interface
of the algorithm with
the matrix pair .
Numerical results are also
given to demonstrate
the feasibility and efficiency of the algorithm.
Received
April 1, 1994 / Revised version received December 15, 1994 相似文献
18.
Summary. The integrated autocovariance and autocorrelation time are essential tools to understand the dynamical behavior of a Markov
chain. We study here these two objects for Markov chains with rare transitions with no reversibility assumption. We give upper
bounds for the autocovariance and the integrated autocorrelation time, as well as exponential equivalents at low temperature.
We also link their slowest modes with the underline energy landscape under mild assumptions. Our proofs will be based on large
deviation estimates coming from the theory of Wentzell and Freidlin and others [4, 3, 12], and on coupling arguments (see
[6] for a review on the coupling method).
Received 5 August 1996 / In revised form: 6 August 1997 相似文献
19.
Yoichi Nishiyama 《Probability Theory and Related Fields》1997,108(4):459-494
Summary. This paper is devoted to the generalization of central limit theorems for empirical processes to several types of ℓ∞(Ψ)-valued continuous-time stochastic processes t⇝X
t
n
=(X
t
n
,ψ|ψ∈Ψ), where Ψ is a non-empty set. We deal with three kinds of situations as follows. Each coordinate process t⇝X
t
n
,ψ is: (i) a general semimartingale; (ii) a stochastic integral of a predictable function with respect to an integer-valued
random measure; (iii) a continuous local martingale. Some applications to statistical inference problems are also presented.
We prove the functional asymptotic normality of generalized Nelson-Aalen's estimator in the multiplicative intensity model
for marked point processes. Its asymptotic efficiency in the sense of convolution theorem is also shown. The asymptotic behavior
of log-likelihood ratio random fields of certain continuous semimartingales is derived.
Received: 6 May 1996 / In revised form: 4 February 1997 相似文献
20.
Timo Seppäläinen 《Probability Theory and Related Fields》1998,112(2):221-244
We prove a large deviation principle with explicit rate functions for the length of the longest increasing sequence among
Poisson points on the plane. The rate function for lower tail deviations is derived from a 1977 result of Logan and Shepp
about Young diagrams of random permutations. For the upper tail we use a coupling with Hammersley's particle process and convex-analytic
techniques. Along the way we obtain the rate function for the lower tail of a tagged particle in a totally asymmetric Hammersley's
process.
Received: 22 July 1997 / Revised version: 23 March 1998 相似文献