搜索结果: 1-6 共查到“概率论 Dynamical”相关记录6条 . 查询时间(0.046 秒)
We analyze the natural process of flipping a coin which is caught in the hand. We show that vigorously flipped coins tend to come up the same way they started. The limiting chance of comin...
Symmetric exclusion as a model of non-elliptic dynamical random conductances
Random conductances law of large numbers invariance principle particle systems
2012/6/30
We consider a finite range symmetric exclusion process on the integer lattice in any dimension. We interpret it as a non-elliptic time-dependent random conductance model by setting conductances equal ...
Moderate Deviation Principle for dynamical systems with small random perturbation
Freidlin-Wentzell’s theorem large deviations moderate deviations Talagrand’s transportation inequality
2011/9/14
Abstract: Consider the stochastic differential equation in $\rr^d$
dX^{\e}_t&=b(X^{\e}_t)dt+\sqrt{\e}\sigma(X^\e_t)dB_t
X^{\e}_0&=x_0,\quad x_0\in\rr^d
where $b:\rr^d\rightarrow\rr^d$ is $C^1$ s...
A one-dimensional coagulation-fragmentation process with a dynamical phase transition
one-dimensional coagulation-fragmentation process dynamical phase transition Probability
2011/9/13
Abstract: We introduce a reversible Markovian coagulation-fragmentation process on the set of partitions of $\{1,...,L\}$ into disjoint intervals. Each interval can either split or merge with one of i...
The asymptotic shape, large deviations and dynamical stability in first-passage percolation on cones
The asymptotic shape dynamical stability cones Probability
2011/9/2
Abstract: In this paper we consider first-passage percolation on certain subgraphs of the $\Z^d$ nearest neighbour graph. We present a three-fold extension of the Shape Theorem. Firstly, we show that ...
Moderate Deviations for a Curie-Weiss model with dynamical external field
moderate deviations large deviations statistical mechanics Curie-Weiss model dynamic random walks
2011/8/24
Abstract: In the present paper we prove moderate deviations for a Curie-Weiss model with external magnetic field generated by a dynamical system, as introduced by Dombry and Guillotin-Plantard. The re...