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Search Results: 1 - 10 of 198 matches for " Balint Veto "
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Skorohod-reflection of Brownian Paths and BES^3
Balint Toth,Balint Veto
Mathematics , 2007,
Abstract: Let B(t), X(t) and Y(t) be independent standard 1d Borwnian motions. Define X^+(t) and Y^-(t) as the trajectories of the processes X(t) and Y(t) pushed upwards and, respectively, downwards by B(t), according to Skorohod-reflection. In a recent paper, Jon Warren proves inter alia that Z(t):= X^+(t)-Y^-(t) is a three-dimensional Bessel-process. In this note, we present an alternative, elementary proof of this fact.
Self-repelling random walk with directed edges on Z
Balint Toth,Balint Veto
Mathematics , 2008,
Abstract: We consider a variant of self-repelling random walk on the integer lattice Z where the self-repellence is defined in terms of the local time on oriented edges. The long-time asymptotic scaling of this walk is surprisingly different from the asymptotics of the similar process with self-repellence defined in terms of local time on unoriented edges. We prove limit theorems for the local time process and for the position of the random walker. The main ingredient is a Ray-Knight-type of approach. At the end of the paper, we also present some computer simulations which show the strange scaling behaviour of the walk considered.
Continuous time `true' self-avoiding random walk on Z
Balint Toth,Balint Veto
Mathematics , 2009,
Abstract: We consider the continuous time version of the `true' or `myopic' self-avoiding random walk with site repulsion in 1d. The Ray-Knight-type method which was applied to the discrete time and edge repulsion case, is applicable to this model with some modifications. We present a limit theorem for the local time of the walk and a local limit theorem for the displacement.
Random Walk in Periodic Environment
Istvan Redl,Balint Veto
Mathematics , 2010,
Abstract: We consider a special case of random walk in random environment (RWRE) on Z^d where the environment is periodic (RWPE). Under natural conditions, we show that law of large numbers and central limit theorem holds. In the ballistic nearest neighbour reversible case, we prove that the angle between the asymptotic direction of the RWPE and the average negative gradient of the potential function of the reversible environment is less than pi/2, that is, the potential cannot increase asymptotically along the trajectory of the RWPE. But this angle can be close to pi/2.
Non-colliding Brownian bridges and the asymmetric tacnode process
Patrik L. Ferrari,Balint Veto
Mathematics , 2011, DOI: 10.1214/EJP.v17-1811
Abstract: We consider non-colliding Brownian bridges starting from two points and returning to the same position. These positions are chosen such that, in the limit of large number of bridges, the two families of bridges just touch each other forming a tacnode. We obtain the limiting process at the tacnode, the "asymmetric tacnode process". It is a determinantal point process with correlation kernel given by two parameters: (1) the curvature's ratio \lambda>0 of the limit shapes of the two families of bridges, (2) a parameter \sigma controlling the interaction on the fluctuation scale. This generalizes the result for the symmetric tacnode process (\lambda=1 case).
Tracy-Widom asymptotics for q-TASEP
Patrik L. Ferrari,Balint Veto
Mathematics , 2013,
Abstract: We consider the q-TASEP that is a q-deformation of the totally asymmetric simple exclusion process (TASEP) on Z for q in [0,1) where the jump rates depend on the gap to the next particle. For step initial condition, we prove that the current fluctuation of q-TASEP at time t are of order t^{1/3} and asymptotically distributed as the GUE Tracy-Widom distribution, which confirms the KPZ scaling theory conjecture.
Diffusive limit for self-repelling Brownian polymers in three and more dimensions
Illes Horvath,Balint Toth,Balint Veto
Mathematics , 2009,
Abstract: The self-repelling Brownian polymer model (SRBP) initiated by Durrett and Rogers in [Durrett-Rogers (1992)] is the continuous space-time counterpart of the myopic (or 'true') self-avoiding walk model (MSAW) introduced in the physics literature by Amit, Parisi and Peliti in [Amit-Parisi-Peliti (1983)]. In both cases, a random motion in space is pushed towards domains less visited in the past by a kind of negative gradient of the occupation time measure. We investigate the asymptotic behaviour of SRBP in the non-recurrent dimensions. First, extending 1-dimensional results from [Tarres-Toth-Valko (2009)], we identify a natural stationary (in time) and ergodic distribution of the environment (essentially, smeared-out occupation time measure of the process), as seen from the moving particle. As main result we prove that in three and more dimensions, in this stationary (and ergodic) regime, the displacement of the moving particle scales diffusively and its finite dimensional distributions converge to those of a Wiener process. This result settles part of the conjectures (based on non-rigorous renormalization group arguments) in [Amit-Parisi-Peliti (1983)]. The main tool is the non-reversible version of the Kipnis--Varadhan-type CLT for additive functionals of ergodic Markov processes and the graded sector condition of [Sethuraman-Varadhan-Yau (2000)].
Diffusive limit for the myopic (or "true") self-avoiding random walk in three and more dimension
Illes Horvath,Balint Toth,Balint Veto
Mathematics , 2010,
Abstract: The myopic (or `true') self-avoiding walk model (MSAW) was introduced in the physics literature by Amit, Parisi and Peliti (1983). It is a random motion in Z^d pushed towards domains less visited in the past by a kind of negative gradient of the occupation time measure. We investigate the asymptotic behaviour of MSAW in the non-recurrent dimensions. For a wide class of self-interaction functions, we identify a natural stationary (in time) and ergodic distribution of the environment (the local time profile) as seen from the moving particle and we establish diffusive lower and upper bounds for the displacement of the random walk. For a particular, more restricted class of interactions, we prove full CLT for the finite dimensional distributions of the displacement. This result settles part of the conjectures (based on non-rigorous renormalization group arguments) in Amit, Parisi and Peliti (1983). The proof of the CLT follows the non-reversible version of Kipnis-Varadhan-theory. On the way to the proof we slightly weaken the so-called graded sector condition (that is: we slightly enhance the corresponding statement).
Diffusive limits for "true" (or myopic) self-avoiding random walks and self-repellent Brownian polymers in d >= 3
Illes Horvath,Balint Toth,Balint Veto
Mathematics , 2010,
Abstract: The problems considered in the present paper have their roots in two different cultures. The 'true' (or myopic) self-avoiding walk model (TSAW) was introduced in the physics literature by Amit, Parisi and Peliti. This is a nearest neighbor non-Markovian random walk in Z^d which prefers to jump to those neighbors which were less visited in the past. The self-repelling Brownian polymer model (SRBP), initiated in the probabilistic literature by Durrett and Rogers (independently of the physics community), is the continuous space-time counterpart: a diffusion in R^d pushed by the negative gradient of the (mollified) occupation time measure of the process. In both cases, similar long memory effects are caused by a pathwise self-repellency of the trajectories due to a push by the negative gradient of (softened) local time. We investigate the asymptotic behaviour of TSAW and SRBP in the non-recurrent dimensions. First, we identify a natural stationary (in time) and ergodic distribution of the environment (the local time profile) as seen from the moving particle. The main results are diffusive limits. In the case of TSAW, for a wide class of self-interaction functions, we establish diffusive lower and upper bounds for the displacement and for a particular, more restricted class of interactions, we prove full CLT for the finite dimensional distributions of the displacement. In the case of SRBP, we prove full CLT without restrictions on the interaction functions. These results settle part of the conjectures, based on non-rigorous renormalization group arguments (equally 'valid' for the TSAW and SRBP cases). The proof of the CLT follows the non-reversible version of Kipnis-Varadhan theory. On the way to the proof, we slightly weaken the so-called graded sector condition.
Relaxed sector condition
Illes Horvath,Balint Toth,Balint Veto
Mathematics , 2012,
Abstract: In this note we present a new sufficient condition which guarantees martingale approximation and central limit theorem a la Kipnis-Varadhan to hold for additive functionals of Markov processes. This condition which we call the relaxed sector condition (RSC) generalizes the strong sector condition (SSC) and the graded sector condition (GSC) in the case when the self-adjoint part of the infinitesimal generator acts diagonally in the grading. The main advantage being that the proof of the GSC in this case is more transparent and less computational than in the original versions. We also hope that the RSC may have direct applications where the earlier sector conditions don't apply. So far we don't have convincing examples in this direction.
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