scholarly journals The volume and time comparison principle and transition probability estimates for random walks

2003 ◽  
Vol DMTCS Proceedings vol. AC,... (Proceedings) ◽  
Author(s):  
András Telcs
Keyword(s):  
Random Walks ◽  
Transition Probability ◽  
Exit Time ◽  
Sufficient Conditions ◽  
Probability Estimates ◽  
Mean Exit Time ◽  
International Audience ◽  
The Mean ◽  
Necessary And Sufficient ◽  
Upper Estimate

International audience This paper presents necessary and sufficient conditions for on- and off-diagonal transition probability estimates for random walks on weighted graphs. On the integer lattice and on may fractal type graphs both the volume of a ball and the mean exit time from a ball are independent of the center, uniform in space. Here the upper estimate is given without such restriction and two-sided estimate is given if the mean exit time is independent of the center but the volume is not.

Mean and variance of vacancy for distribution of k-dimensional spheres within k-dimensional space

1984 ◽  
Vol 21 (4) ◽  
pp. 738-752 ◽  
Author(s):  
Peter Hall
Keyword(s):  
Dimensional Space ◽  
Sufficient Conditions ◽  
Unit Cube ◽  
Necessary And Sufficient Conditions ◽  
Dimensional Sphere ◽  
Asymptotic Formulae ◽  
Dimensional Unit ◽  
Mean And Variance ◽  
The Mean ◽  
Necessary And Sufficient

Let n points be distributed independently within a k-dimensional unit cube according to density f. At each point, construct a k-dimensional sphere of content an. Let V denote the vacancy, or ‘volume' not covered by the spheres. We derive asymptotic formulae for the mean and variance of V, as n → ∞and an → 0. The formulae separate naturally into three cases, corresponding to nan → 0, nan → a (0 < a <∞) and nan →∞, respectively. We apply the formulae to derive necessary and sufficient conditions for V/E(V) → 1 in L2.

The probability that the largest observation is censored

1993 ◽  
Vol 30 (03) ◽  
pp. 602-615 ◽  
Author(s):  
R. A. Maller ◽  
S. Zhou
Keyword(s):  
Survival Time ◽  
Failure Time ◽  
Sufficient Conditions ◽  
Random Variables ◽  
Consistent Estimator ◽  
Survival Times ◽  
Practical Difficulty ◽  
Independent Censoring ◽  
The Mean ◽  
Necessary And Sufficient

Suppose n possibly censored survival times are observed under an independent censoring model, in which the observed times are generated as the minimum of independent positive failure and censor random variables. A practical difficulty arises when the largest observation is censored since then the usual non-parametric estimator of the distribution of the survival time is improper. We calculate the probability that this occurs and give necessary and sufficient conditions for this probability to converge to 0 as n →∞. As an application, we show that if this probability is 0, asymptotically, then a consistent estimator for the mean failure time can be found. An almost sure version of the problem is also considered.

scholarly journals AN INTERMEDIATE REGIME FOR EXIT PHENOMENA DRIVEN BY NON-GAUSSIAN LÉVY NOISES

2008 ◽  
Vol 08 (03) ◽  
pp. 583-591 ◽  
Author(s):  
ZHIHUI YANG ◽  
JINQIAO DUAN
Keyword(s):  
Dynamical System ◽  
Noise Intensity ◽  
Exit Time ◽  
First Exit Time ◽  
Small Noise ◽  
Intermediate Regime ◽  
Mean Exit Time ◽  
Small Intensity ◽  
The Mean ◽  
Non Gaussian

A dynamical system driven by non-Gaussian Lévy noises of small intensity is considered. The first exit time of solution orbits from a bounded neighborhood of an attracting equilibrium state is estimated. For a class of non-Gaussian Lévy noises, it is shown that the mean exit time is asymptotically faster than exponential (the well-known Gaussian Brownian noise case) but slower than polynomial (the stable Lévy noise case), in terms of the reciprocal of the small noise intensity.

scholarly journals Defect Effect of Bi-infinite Words in the Two-element Case

2001 ◽  
Vol Vol. 4 no. 2 ◽  
Author(s):  
Ján Maňuch
Keyword(s):  
Sufficient Conditions ◽  
Necessary And Sufficient Conditions ◽  
Finite Alphabet ◽  
Infinite Words ◽  
Infinite Word ◽  
The Family ◽  
International Audience ◽  
Necessary And Sufficient ◽  
Primitive Roots ◽  
Element Set

International audience Let X be a two-element set of words over a finite alphabet. If a bi-infinite word possesses two X-factorizations which are not shiftequivalent, then the primitive roots of the words in X are conjugates. Note, that this is a strict sharpening of a defect theorem for bi-infinite words stated in \emphKMP. Moreover, we prove that there is at most one bi-infinite word possessing two different X-factorizations and give a necessary and sufficient conditions on X for the existence of such a word. Finally, we prove that the family of sets X for which such a word exists is parameterizable.

Moments for first-passage and last-exit times, the minimum, and related quantities for random walks with positive drift

1986 ◽  
Vol 18 (04) ◽  
pp. 865-879 ◽  
Author(s):  
Svante Janson
Keyword(s):  
Random Walks ◽  
Sufficient Conditions ◽  
Random Variables ◽  
Necessary And Sufficient Conditions ◽  
Partial Sums ◽  
Exit Times ◽  
First Passage ◽  
Partial Sum ◽  
Positive Expectation ◽  
Necessary And Sufficient

Consider the sequence of partial sums of a sequence of i.i.d. random variables with positive expectation. We study various random quantities defined by the sequence of partial sums, e.g. the time at which the first or last crossing of a given level occurs, the value of the partial sum immediately before or after the crossing, the minimum of all partial sums. Necessary and sufficient conditions are given for the existence of moments of these quantities.

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