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26. CJM 2005 (vol 57 pp. 204)

Xiong, Jie; Zhou, Xiaowen
On the Duality between Coalescing Brownian Motions
A duality formula is found for coalescing Brownian motions on the real line. It is shown that the joint distribution of a coalescing Brownian motion can be determined by another coalescing Brownian motion running backward. This duality is used to study a measure-valued process arising as the high density limit of the empirical measures of coalescing Brownian motions.

Keywords:coalescing Brownian motions, duality, martingale problem,, measure-valued processes
Categories:60J65, 60G57

27. CJM 2004 (vol 56 pp. 963)

Ishiwata, Satoshi
A Berry-Esseen Type Theorem on Nilpotent Covering Graphs
We prove an estimate for the speed of convergence of the transition probability for a symmetric random walk on a nilpotent covering graph. To obtain this estimate, we give a complete proof of the Gaussian bound for the gradient of the Markov kernel.

Categories:22E25, 60J15, 58G32

28. CJM 2004 (vol 56 pp. 431)

Rosenblatt, Joseph; Taylor, Michael
Group Actions and Singular Martingales II, The Recognition Problem
We continue our investigation in [RST] of a martingale formed by picking a measurable set $A$ in a compact group $G$, taking random rotates of $A$, and considering measures of the resulting intersections, suitably normalized. Here we concentrate on the inverse problem of recognizing $A$ from a small amount of data from this martingale. This leads to problems in harmonic analysis on $G$, including an analysis of integrals of products of Gegenbauer polynomials.

Categories:43A77, 60B15, 60G42, 42C10

29. CJM 2004 (vol 56 pp. 77)

Holmes, Mark; Járai, Antal A.; Sakai, Akira; Slade, Gordon
High-Dimensional Graphical Networks of Self-Avoiding Walks
We use the lace expansion to analyse networks of mutually-avoiding self-avoiding walks, having the topology of a graph. The networks are defined in terms of spread-out self-avoiding walks that are permitted to take large steps. We study the asymptotic behaviour of networks in the limit of widely separated network branch points, and prove Gaussian behaviour for sufficiently spread-out networks on $\mathbb{Z}^d$ in dimensions $d>4$.

Categories:82B41, 60K35

30. CJM 2004 (vol 56 pp. 209)

Schmuland, Byron; Sun, Wei
A Central Limit Theorem and Law of the Iterated Logarithm for a Random Field with Exponential Decay of Correlations
In \cite{P69}, Walter Philipp wrote that ``\dots the law of the iterated logarithm holds for any process for which the Borel-Cantelli Lemma, the central limit theorem with a reasonably good remainder and a certain maximal inequality are valid.'' Many authors \cite{DW80}, \cite{I68}, \cite{N91}, \cite{OY71}, \cite{Y79} have followed this plan in proving the law of the iterated logarithm for sequences (or fields) of dependent random variables. We carry on this tradition by proving the law of the iterated logarithm for a random field whose correlations satisfy an exponential decay condition like the one obtained by Spohn \cite{Sp86} for certain Gibbs measures. These do not fall into the $\phi$-mixing or strong mixing cases established in the literature, but are needed for our investigations \cite{SS01} into diffusions on configuration space. The proofs are all obtained by patching together standard results from \cite{OY71}, \cite{Y79} while keeping a careful eye on the correlations.

Keywords:law of the iterated logarithm
Categories:60F99, 60G60

31. CJM 2003 (vol 55 pp. 292)

Pitman, Jim; Yor, Marc
Infinitely Divisible Laws Associated with Hyperbolic Functions
The infinitely divisible distributions on $\mathbb{R}^+$ of random variables $C_t$, $S_t$ and $T_t$ with Laplace transforms $$ \left( \frac{1}{\cosh \sqrt{2\lambda}} \right)^t, \quad \left( \frac{\sqrt{2\lambda}}{\sinh \sqrt{2\lambda}} \right)^t, \quad \text{and} \quad \left( \frac{\tanh \sqrt{2\lambda}}{\sqrt{2\lambda}} \right)^t $$ respectively are characterized for various $t>0$ in a number of different ways: by simple relations between their moments and cumulants, by corresponding relations between the distributions and their L\'evy measures, by recursions for their Mellin transforms, and by differential equations satisfied by their Laplace transforms. Some of these results are interpreted probabilistically via known appearances of these distributions for $t=1$ or $2$ in the description of the laws of various functionals of Brownian motion and Bessel processes, such as the heights and lengths of excursions of a one-dimensional Brownian motion. The distributions of $C_1$ and $S_2$ are also known to appear in the Mellin representations of two important functions in analytic number theory, the Riemann zeta function and the Dirichlet $L$-function associated with the quadratic character modulo~4. Related families of infinitely divisible laws, including the gamma, logistic and generalized hyperbolic secant distributions, are derived from $S_t$ and $C_t$ by operations such as Brownian subordination, exponential tilting, and weak limits, and characterized in various ways.

Keywords:Riemann zeta function, Mellin transform, characterization of distributions, Brownian motion, Bessel process, Lévy process, gamma process, Meixner process
Categories:11M06, 60J65, 60E07

32. CJM 2003 (vol 55 pp. 3)

Baake, Michael; Baake, Ellen
An Exactly Solved Model for Mutation, Recombination and Selection
It is well known that rather general mutation-recombination models can be solved algorithmically (though not in closed form) by means of Haldane linearization. The price to be paid is that one has to work with a multiple tensor product of the state space one started from. Here, we present a relevant subclass of such models, in continuous time, with independent mutation events at the sites, and crossover events between them. It admits a closed solution of the corresponding differential equation on the basis of the original state space, and also closed expressions for the linkage disequilibria, derived by means of M\"obius inversion. As an extra benefit, the approach can be extended to a model with selection of additive type across sites. We also derive a necessary and sufficient criterion for the mean fitness to be a Lyapunov function and determine the asymptotic behaviour of the solutions.

Keywords:population genetics, recombination, nonlinear $\ODE$s, measure-valued dynamical systems, Möbius inversion
Categories:92D10, 34L30, 37N30, 06A07, 60J25

33. CJM 2002 (vol 54 pp. 533)

Castelle, Nathalie
Approximations fortes pour des processus bivariés
Nous \'etablissons un r\'esultat d'approximation forte pour des processus bivari\'es ayant une partie gaus\-sien\-ne et une partie empirique. Ce r\'esultat apporte un nouveau point de vue sur deux th\'eor\`emes hongrois bidimensionnels \'etablis pr\'ec\'edemment, concernant l'approximation par un processus de Kiefer d'un processus empirique uniforme unidimensionnel et l'approximation par un pont brownien bidimensionnel d'un processus empirique uniforme bidimensionnel. Nous les enrichissons un peu et montrons que sous leur nouvelle forme ils ne sont que deux \'enonc\'es d'un m\^eme r\'esultat. We establish a strong approximation result for bivariate processes containing a Gaussian part and an empirical part. This result leads to a new point of view on two Hungarian bidimensional theorems previously established, about the approximation of an unidimensional uniform empirical process by a Kiefer process and the approximation of a bidimensional uniform empirical process by a bidimensional Brownian bridge. We enrich them slightly and we prove that, under their new fashion, they are but two statements of the same result.

Categories:60F17, 60G15, 62G30

34. CJM 2001 (vol 53 pp. 382)

Pivato, Marcus
Building a Stationary Stochastic Process From a Finite-Dimensional Marginal
If $\mathfrak{A}$ is a finite alphabet, $\sU \subset\mathbb{Z}^D$, and $\mu_\sU$ is a probability measure on $\mathfrak{A}^\sU$ that ``looks like'' the marginal projection of a stationary stochastic process on $\mathfrak{A}^{\mathbb{Z}^D}$, then can we ``extend'' $\mu_\sU$ to such a process? Under what conditions can we make this extension ergodic, (quasi)periodic, or (weakly) mixing? After surveying classical work on this problem when $D=1$, we provide some sufficient conditions and some necessary conditions for $\mu_\sU$ to be extendible for $D>1$, and show that, in general, the problem is not formally decidable.

Categories:37A50, 60G10, 37B10

35. CJM 2000 (vol 52 pp. 961)

Ismail, Mourad E. H.; Pitman, Jim
Algebraic Evaluations of Some Euler Integrals, Duplication Formulae for Appell's Hypergeometric Function $F_1$, and Brownian Variations
Explicit evaluations of the symmetric Euler integral $\int_0^1 u^{\alpha} (1-u)^{\alpha} f(u) \,du$ are obtained for some particular functions $f$. These evaluations are related to duplication formulae for Appell's hypergeometric function $F_1$ which give reductions of $F_1 (\alpha, \beta, \beta, 2 \alpha, y, z)$ in terms of more elementary functions for arbitrary $\beta$ with $z = y/(y-1)$ and for $\beta = \alpha + \half$ with arbitrary $y$, $z$. These duplication formulae generalize the evaluations of some symmetric Euler integrals implied by the following result: if a standard Brownian bridge is sampled at time $0$, time $1$, and at $n$ independent random times with uniform distribution on $[0,1]$, then the broken line approximation to the bridge obtained from these $n+2$ values has a total variation whose mean square is $n(n+1)/(2n+1)$.

Keywords:Brownian bridge, Gauss's hypergeometric function, Lauricella's multiple hypergeometric series, uniform order statistics, Appell functions
Categories:33C65, 60J65

36. CJM 2000 (vol 52 pp. 412)

Varopoulos, N. Th.
Geometric and Potential Theoretic Results on Lie Groups
The main new results in this paper are contained in the geometric Theorems 1 and~2 of Section~0.1 below and they are related to previous results of M.~Gromov and of myself (\cf\ \cite{1},~\cite{2}). These results are used to prove some general potential theoretic estimates on Lie groups (\cf\ Section~0.3) that are related to my previous work in the area (\cf\ \cite{3},~\cite{4}) and to some deep recent work of G.~Alexopoulos (\cf\ \cite{5},~\cite{21}).

Categories:22E30, 43A80, 60J60, 60J65

37. CJM 2000 (vol 52 pp. 92)

Dhersin, Jean-Stéphane; Serlet, Laurent
A Stochastic Calculus Approach for the Brownian Snake
We study the ``Brownian snake'' introduced by Le Gall, and also studied by Dynkin, Kuznetsov, Watanabe. We prove that It\^o's formula holds for a wide class of functionals. As a consequence, we give a new proof of the connections between the Brownian snake and super-Brownian motion. We also give a new definition of the Brownian snake as the solution of a well-posed martingale problem. Finally, we construct a modified Brownian snake whose lifetime is driven by a path-dependent stochastic equation. This process gives a representation of some super-processes.

Categories:60J25, 60G44, 60J80, 60J60

38. CJM 1999 (vol 51 pp. 673)

Barlow, Martin T.; Bass, Richard F.
Brownian Motion and Harmonic Analysis on Sierpinski Carpets
We consider a class of fractal subsets of $\R^d$ formed in a manner analogous to the construction of the Sierpinski carpet. We prove a uniform Harnack inequality for positive harmonic functions; study the heat equation, and obtain upper and lower bounds on the heat kernel which are, up to constants, the best possible; construct a locally isotropic diffusion $X$ and determine its basic properties; and extend some classical Sobolev and Poincar\'e inequalities to this setting.

Keywords:Sierpinski carpet, fractal, Hausdorff dimension, spectral dimension, Brownian motion, heat equation, harmonic functions, potentials, reflecting Brownian motion, coupling, Harnack inequality, transition densities, fundamental solutions
Categories:60J60, 60B05, 60J35

39. CJM 1999 (vol 51 pp. 372)

Mytnik, Leonid
Uniqueness for a Competing Species Model
We show that a martingale problem associated with a competing species model has a unique solution. The proof of uniqueness of the solution for the martingale problem is based on duality technique. It requires the construction of dual probability measures.

Keywords:stochastic partial differential equation, Martingale problem, duality
Categories:60H15, 35R60

40. CJM 1998 (vol 50 pp. 1163)

Chen, Jingyi; Hsu, Elton P.
Gradient estimates for harmonic Functions on manifolds with Lipschitz metrics
We introduce a distributional Ricci curvature on complete smooth manifolds with Lipschitz continuous metrics. Under an assumption on the volume growth of geodesics balls, we obtain a gradient estimate for weakly harmonic functions if the distributional Ricci curvature is bounded below.

Categories:60D58, 28D05

41. CJM 1998 (vol 50 pp. 487)

Barlow, Martin T.
On the Liouville property for divergence form operators
In this paper we construct a bounded strictly positive function $\sigma$ such that the Liouville property fails for the divergence form operator $L=\nabla (\sigma^2 \nabla)$. Since in addition $\Delta \sigma/\sigma$ is bounded, this example also gives a negative answer to a problem of Berestycki, Caffarelli and Nirenberg concerning linear Schr\"odinger operators.

Categories:31C05, 60H10, 35J10

42. CJM 1997 (vol 49 pp. 3)

Akcoglu, Mustafa A.; Ha, Dzung M.; Jones, Roger L.
Sweeping out properties of operator sequences
Let $L_p=L_p(X,\mu)$, $1\leq p\leq\infty$, be the usual Banach Spaces of real valued functions on a complete non-atomic probability space. Let $(T_1,\ldots,T_{K})$ be $L_2$-contractions. Let $0<\varepsilon < \delta\leq1$. Call a function $f$ a $\delta$-spanning function if $\|f\|_2 = 1$ and if $\|T_kf-Q_{k-1}T_kf\|_2\geq\delta$ for each $k=1,\ldots,K$, where $Q_0=0$ and $Q_k$ is the orthogonal projection on the subspace spanned by $(T_1f,\ldots,T_kf)$. Call a function $h$ a $(\delta,\varepsilon)$-sweeping function if $\|h\|_\infty\leq1$, $\|h\|_1<\varepsilon$, and if $\max_{1\leq k\leq K}|T_kh|>\delta-\varepsilon$ on a set of measure greater than $1-\varepsilon$. The following is the main technical result, which is obtained by elementary estimates. There is an integer $K=K(\varepsilon,\delta)\geq1$ such that if $f$ is a $\delta$-spanning function, and if the joint distribution of $(f,T_1f,\ldots,T_Kf)$ is normal, then $h=\bigl((f\wedge M)\vee(-M)\bigr)/M$ is a $(\delta,\varepsilon)$-sweeping function, for some $M>0$. Furthermore, if $T_k$s are the averages of operators induced by the iterates of a measure preserving ergodic transformation, then a similar result is true without requiring that the joint distribution is normal. This gives the following theorem on a sequence $(T_i)$ of these averages. Assume that for each $K\geq1$ there is a subsequence $(T_{i_1},\ldots,T_{i_K})$ of length $K$, and a $\delta$-spanning function $f_K$ for this subsequence. Then for each $\varepsilon>0$ there is a function $h$, $0\leq h\leq1$, $\|h\|_1<\varepsilon$, such that $\limsup_iT_ih\geq\delta$ a.e.. Another application of the main result gives a refinement of a part of Bourgain's ``Entropy Theorem'', resulting in a different, self contained proof of that theorem.

Keywords:Strong and $\delta$-sweeping out, Gaussian distributions, Bourgain's entropy theorem.
Categories:28D99, 60F99

43. CJM 1997 (vol 49 pp. 24)

Bertoin, Jean; Le Gall, Jean-François; Le Jan, Yves
Spatial branching processes and subordination
We present a subordination theory for spatial branching processes. This theory is developed in three different settings, first for branching Markov processes, then for superprocesses and finally for the path-valued process called the {\it Brownian snake}. As a common feature of these three situations, subordination can be used to generate new branching mechanisms. As an application, we investigate the compact support property for superprocesses with a general branching mechanism.

Categories:60J80, 60J25, 60J27, 60J55, 60G57
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