搜索结果: 1-12 共查到“数学 Passage”相关记录12条 . 查询时间(0.031 秒)
Asymptotic behaviour of first passage time distributions for Levy processes
Levy processes first passage time distribution local limit theorems fluctuation theory
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2011/9/19
Abstract: Let $X$ be a real valued L\'evy process that is in the domain of attraction of a stable law without centering with norming function $c.$ As an analogue of the random walk results in \cite{vw...
On the passage from atomistic systems to nonlinear elasticity theory
nonlinear elasticity theory Analysis of PDEs
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2011/9/16
Abstract: We derive continuum limits of atomistic models in the realm of nonlinear elasticity theory rigorously as the interatomic distances tend to zero. In particular we obtain an integral functiona...
The asymptotic shape, large deviations and dynamical stability in first-passage percolation on cones
The asymptotic shape dynamical stability cones Probability
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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 ...
Asymptotics of first-passage percolation on 1-dimensional graphs
Asymptotics of first-passage percolation 1-dimensional graphs Probability
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2011/9/2
Abstract: In this paper we consider standard first-passage percolation on certain 1-dimensional periodic graphs. One such graph of particular interest is the $\Z\times\{0,1,...,K-1\}^{d-1}$ nearest ne...
Scaling properties of first-passage time probabilities in financial markets
financial markets first-passage time probability Statistical Finance
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2011/9/29
Abstract: Financial markets provide an ideal frame for the study of first-passage time events of non-Gaussian correlated dynamics mainly because large data sets are available. Tick-by-tick data of six...
Shared inputs and desynchrony in elliptic bursters: from slow passage to discontinuous circle maps
Dynamical Systems (math.DS) Chaotic Dynamics (nlin.CD)
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2010/11/10
What input signals will lead to synchrony vs. desynchrony in a group of biological oscillators? This question connects with both classical dynamical sys- tems analyses of entrainment and phase locking...
Counting real cubics with passage/tangency conditions
Counting real cubics passage/tangency conditions
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2010/11/12
We study the following question: given a set of seven points and an immersed curve in the real plane R^2, all in general position, how many real rational nodal plane cubics pass through these points a...
Properties of the limit shape for some last passage growth models in random environments
corner growth model random environment limit shape last passage percolation
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2010/12/13
We study directed last passage percolation on the first quadrant of the planar square lattice whose weights have general distributions, or equivalently, · /G/1 queues in series.The service time distri...
Examples of non-polygonal limit shapes in i.i.d. first-passage percolation and infinite coexistence in spatial growth models
Examples of non-polygonal infinite coexistence spatial growth models
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2010/12/6
We construct an edge-weight distribution for i.i.d. first-passage percolation on Z2 whose limit shape is not a polygon and has extreme points which are arbitrarily dense in the boundary. Consequently,...
First-Passage Exponents of Multiple Random Walks
First-Passage Exponents Multiple Random Walks
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2010/12/15
We investigate first-passage statistics of an ensemble of N noninteracting random walks on a line.Starting from a configuration in which all particles are located in the positive half-line, we study S...
Kinetics of First Passage in a Cone
Kinetics of First Passage Cone
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2010/12/15
We study statistics of first passage inside a cone in arbitrary spatial dimension. The probability that a diffusing particle avoids the cone boundary decays algebraically with time. The decay exponent...
Default Risk Modeling Beyond the First-Passage Approximation. I. Extended Black-Cox Model
Default Risk Modeling First-Passage Approximation Black-Cox Model
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2010/4/27
We develop a generalization of the Black-Cox structural model of default risk. The extended model captures uncertainty related to firms ability to avoid default even if companys liabilities momentaril...