The Discrete Approximation of Continuous-state Nonlinear Branching Processes in Lévy Random Environments北大核心CSCD

In this paper, we establish the discrete approximation of continuous-state nonlinear branching processes in Lévy random environments by using tightness and convergence sequence in infinite dimensional product space via stochastic differential equations. Taking α-stable branching as an example, the conditions which are given to discretize continuous-state nonlinear branching processes in Lévy random environments are verified. © 2022 Chinese Academy of Sciences. All rights reserved.     

N叉树上的离散时间量子随机行走

通过离散时间量子随机行走的框架,我们研究了在N叉树上的离散时间量子随机行走,该框架不需要硬币空间,仅仅只需要选择一个除了酉性再无其它限制的演化算子,并且包含了使用再生结构的轨道枚举和z变换.作为结果,我们在封闭形式中计算了在根处的振幅的生成函数.     

带有随机初值的复值Ginzburg-Landau方程的弱平均动力学*

本文研究了无界域上的带有随机初值的复值Ginzburg-Landau方程.首先, 基于解过程的全局适定性, 建立了带有随机初值的Ginzburg-Landau方程的平均随机动力系统.然后, 证明了弱拉回平均随机吸引子的存在唯一性以及随机吸引子的周期性,并将其进一步推广到加权空间L²(?, L²_σ(R)).     

A stream tube model for miscible flow

A simple theoretical model is described for deriving a 1-dimensional equation for the spreading of a tracer in a steady flow at the field scale. The originality of the model is to use a stochastic appoach not in the 3-dimensional space but in the 1-D space of the stream tubes. The simplicity of calculation comes from the local relationship between permeability and velocity in a 1-D flow. The spreading of a tracer front is due to local variations in the cross-sectional area of the stream tubes, which induces randomness in travel time. The derived transport equation is averaged in the main flow direction. It differs from the standard dispersion equation. The roles of time and space variables are exchanged. This result can be explained by using the statistical theory of Continuous Time Random Walk instead of a standard Random Walk. However, the two equations are very close, since their solutions have the same first and second moments. Dispersivity is found to be equal to the product of the correlation length by the variance of the logarithm of permeability, a result similar to Gelhar's macrodispersion.Nomenclature A total cross-section area of the sample - C (resident) concentration of tracer - D,D ^* dispersion coefficient - F flux of tracer - G probability distribution function for permeability in the stream-tube segments - I tracer intensity (mass crossing a surface per unit time) - K permeability - L length of the medium - M number of stream tubes in the medium - N number of segments along a stream tube - P pressure - Q total flow rate in the sample - a length of an elementary stream-tube segment - g probability distribution function for permeability in the space - i, j indices, tube numbers - q flow rate in each stream tube - s variable cross-section area of a stream tube - t, t time - u front velocity - x space variable in the flow direction - small local variation in time - , _t longitudinal, transverse dispersivity - porosity of the porous medium - correlation length in the permeability field - viscosity of the fluid - time for filling an elementary stream tube segment - standard deviation of a stochastic variable - probability distribution of arrival times (Gaussian)     

Covering with blocks in the non-symmetric case

Considering an infinite string of i.i.d. random letters drawn from a finite alphabet we define the cover timeW _n as the number of random letters needed until each pattern of lenghtn appears at least once as a substring. Sharp weak and a.s. limit results onW _n are known in the symmetric case, i.e., when the random letters are uniformly distributed over the alphabet. In this paper we determine the limit distribution ofW _n in the nonsymmetric case asn. Generalizations in terms of point processes are also proved.Dedicated to Endre Csáki on his 60th birthday.     

Rate conservation laws: A survey

We survey the rate conservation law, RCL for short, arising in queues and related stochastic models. RCL was recognized as one of the fundamental principles to get relationships between time and embedded averages such as the extended Little's formulaH=G, but we show that it has other applications. For example, RCL is one of the important techniques for deriving equilibrium equations for stochastic processes. It is shown that the various techniques, including Mecke's formula for a stationary random measure, can be formulated as RCL. For this purpose, we start with a new definition of the rate with respect to a random measure, and generalize RCL by using it. We further introduce the notion of quasi-expectation, which is a certain extension of the ordinary expectation, and derive RCL applicable to the sample average results. It means that the sample average formulas such asH=G can be obtained as the stationary RCL in the quasi-expectation framework. We also survey several extensions of RCL and discuss examples. Throughout the paper, we would like to emphasize how results can be easily obtained by using a simple principle, RCL.     

Dynamic structure factor in a random diffusion model

Let {X _t:0} denote random walk in the random waiting time model, i.e., simple random walk with jump ratew ^–1(X _t), where {w(x):x^d} is an i.i.d. random field. We show that (under some mild conditions) theintermediate scattering function F(q,t)=E ₀ (q^d) is completely monotonic int (E ₀ denotes double expectation w.r.t. walk and field). We also show that thedynamic structure factor S(q, w)=2 ₀ cos(t)F(q, t) exists for 0 and is strictly positive. Ind=1, 2 it diverges as 1/||^1/2, resp. –ln(||), in the limit 0; ind3 its limit value is strictly larger than expected from hydrodynamics. This and further results support the conclusion that the hydrodynamic region is limited to smallq and small such that ||D |q|², whereD is the diffusion constant.     

Self-avoiding walks and trees in spread-out lattices

LetG _R be the graph obtained by joining all sites ofZ ^d which are separated by a distance of at mostR. Let (G _R ) denote the connective constant for counting the self-avoiding walks in this graph. Let (G _R ) denote the coprresponding constant for counting the trees embedded inG _R . Then asR, (G _R ) is asymptotic to the coordination numberk _R ofG _R , while (G _R ) is asymptotic toek _R. However, ifd is 1 or 2, then (G _R )-k _R diverges to –.Dedicated to Oliver Penrose on this occasion of his 65th birthday.     

On three conjectures by K. E. Shuler

Some fifteen years ago, Shuler formulated three conjectures relating to the large-time asymptotic properties of a nearest-neighbor random walk on ² that is allowed to make horizontal steps everywhere but vertical steps only on a random fraction of the columns. We give a proof of his conjectures for the situation where the column distribution is stationary and satisfies a certain mixing codition. We also prove a strong form of scaling to anisotropic Brownian motion as well as a local limit theorem. The main ingredient of the proofs is a large-deviation estimate for the number of visits to a random set made by a simple random walk on . We briefly discuss extensions to higher dimension and to other types of random walk.Dedicated to Prof. K. E. Shuler on the occasion of his 70th birthday, celebrated at a Symposium in his honor on July 13, 1992, at the University of California at San Diego, La Jolla, California.     

Polymer diffusion in quenched disorder: A renormalization group approach

We study the diffusion of polymers through quenched short-range correlated random media by renormalization group (RG) methods, which allow us to derive universal predictions in the limit of long chains and weak disorder. We take local quenched random potentials with second momentv and the excluded-volume interactionu of the chain segments into account. We show that our model contains the relevant features of polymer diffusion in random media in the RG sense if we focus on the local entropic effects rather than on the topological constraints of a quenched random medium. The dynamic generating functional and the general structure of its perturbation expansion inu andv are derived. The distribution functions for the center-of-mass motion and the internal modes of one chain and for the correlation of the center of mass motions of two chains are calculated to one-loop order. The results allow for sufficient cross-checks to have trust in the one-loop renormalizability of the model. The general structure as well as the one-loop results of the integrated RG flow of the parameters are discussed. Universal results can be found for the effective static interactionwu–v0 and for small effective disorder coupling on the intermediate length scalel. As a first physical prediction from our analysis, we determine the general nonlinear scaling form of the chain diffusion constant and evaluate it explicitly as for .