We consider a branching random walk in random environments, where the particles are reproduced as a branching process with a random environment (in time), and move independently as a random walk on ? with a random env...We consider a branching random walk in random environments, where the particles are reproduced as a branching process with a random environment (in time), and move independently as a random walk on ? with a random environment (in locations). We obtain the asymptotic properties on the position of the rightmost particle at time n, revealing a phase transition phenomenon of the system.展开更多
In this paper, we study the large deviation for a supercritical branching process with immigration controlled by a sequence of non-negative integer-valued independently identical distributed random variables, improvin...In this paper, we study the large deviation for a supercritical branching process with immigration controlled by a sequence of non-negative integer-valued independently identical distributed random variables, improving the previous results for non immigration processes. We rely heavily on the detail description and limit property of the generating function of immigration processes.展开更多
Multi-agent systems arise from diverse fields in natural and artificial systems, and a basic problem is to understand how locally interacting agents lead to collective behaviors （e.g., synchronization） of the overal...Multi-agent systems arise from diverse fields in natural and artificial systems, and a basic problem is to understand how locally interacting agents lead to collective behaviors （e.g., synchronization） of the overall system. In this paper, we will consider a basic class of multi-agent systems that are described by a simplification of the well-known Vicsek model. This model looks simple, but the rigorous theoretical analysis is quite complicated, because there are strong nonlinear interactions among the agents in the model. In fact, most of the existing results on synchronization need to impose a certain connectivity condition on the global behaviors of the agents＇ trajectories （or on the closed-loop dynamic neighborhood graphs）, which are quite hard to verify in general. In this paper, by introducing a probabilistic framework to this problem, we will provide a complete and rigorous proof for the fact that the overall multi-agent system will synchronize with large probability as long as the number of agents is large enough. The proof is based on a detailed analysis of both the dynamical properties of the nonlinear system evolution and the asymptotic properties of the spectrum of random geometric graphs.展开更多
In this paper, we present a local Csorgo- Revesz type functional limit theorem for increments of Brownian motion and give its convergence rate. The results also extend the functional forms of Levy＇s modulus of contin...In this paper, we present a local Csorgo- Revesz type functional limit theorem for increments of Brownian motion and give its convergence rate. The results also extend the functional forms of Levy＇s modulus of continuity for Brownian motion.展开更多
Let （Xi） be a martingale difference sequence and Sn=∑^ni=1Xi Suppose （Xi） i=1 is bounded in L^p. In the case p ≥2, Lesigne and Volny （Stochastic Process. Appl. 96 （2001） 143） obtained the estimation μ（Sn ...Let （Xi） be a martingale difference sequence and Sn=∑^ni=1Xi Suppose （Xi） i=1 is bounded in L^p. In the case p ≥2, Lesigne and Volny （Stochastic Process. Appl. 96 （2001） 143） obtained the estimation μ（Sn 〉 n） ≤ cn^-p/2, Yulin Li （Statist. Probab. Lett. 62 （2003） 317） generalized the result to the case when p ∈ （1,2] and obtained μ（Sn 〉 n） ≤ cn^l-p, these are optimal in a certain sense. In this article, the authors study the large deviation of Sn for some dependent sequences and obtain the same order optimal upper bounds for μ（Sn 〉 n） as those for martingale difference sequence.展开更多
We prove a moderate deviation principle for a super-Brownian motion with immigration of all dimensions, and consequently fill the gap between the central limit theorem and large deviation principle.
We consider a supercritical branching process （Zn） in an independent and identically distributed random environment ξ, and present some recent results on the asymptotic properties of the limit variable W of the nat...We consider a supercritical branching process （Zn） in an independent and identically distributed random environment ξ, and present some recent results on the asymptotic properties of the limit variable W of the natural martingale Wn = Zn/E[Zn｜ξ], the convergence rates of W - Wn （by considering the convergence in law with a suitable norming, the almost sure convergence, the convergence in Lp, and the convergence in probability）, and limit theorems （such as central limit theorems, moderate and large deviations principles） on （log Zn）.展开更多
We consider a branching random walk on N with a random environment in time （denoted by ξ）. Let Zn be the counting measure of particles of generation n, and let Zn（t） be its Laplace transform. We show the converge...We consider a branching random walk on N with a random environment in time （denoted by ξ）. Let Zn be the counting measure of particles of generation n, and let Zn（t） be its Laplace transform. We show the convergence of the free energy n-llog Zn（t）, large deviation principles, and central limit theorems for the sequence of measures {Zn}, and a necessary and sufficient condition for the existence of moments of the limit of the martingale Zn（t）/E[Zn（t）ξ].展开更多
The past two decades have witnessed the active development of a rich probability theory of Studentized statistics or self-normalized processes, typified by Student’s t-statistic as introduced by W. S. Gosset more tha...The past two decades have witnessed the active development of a rich probability theory of Studentized statistics or self-normalized processes, typified by Student’s t-statistic as introduced by W. S. Gosset more than a century ago, and their applications to statistical problems in high dimensions, including feature selection and ranking, large-scale multiple testing and sparse, high dimensional signal detection. Many of these applications rely on the robustness property of Studentization/self-normalization against heavy-tailed sampling distributions. This paper gives an overview of the salient progress of self-normalized limit theory, from Student’s t-statistic to more general Studentized nonlinear statistics. Prototypical examples include Studentized one- and two-sample U-statistics. Furthermore, we go beyond independence and glimpse some very recent advances in self-normalized moderate deviations under dependence.展开更多
In a C1 non-uniformly hyperbolic systems with limit domination, we consider the periodic measures that supported on the Pesin set and keep a distance at least 6 to a hyperbolic ergodic measure μ given before. And the...In a C1 non-uniformly hyperbolic systems with limit domination, we consider the periodic measures that supported on the Pesin set and keep a distance at least 6 to a hyperbolic ergodic measure μ given before. And then, we bound from top the exponential growth rate of such periodic measures by the supremum of measure theoretic entropy on a closed set.展开更多
We establish an asymptotic relation for the large-deviation probabilities of the maxima of sums of subexponential random variables centered by multiples of order statistics of i.i.d.standard uniform random variables.T...We establish an asymptotic relation for the large-deviation probabilities of the maxima of sums of subexponential random variables centered by multiples of order statistics of i.i.d.standard uniform random variables.This extends a corresponding result of Korshunov.As an application,we generalize a result of Tang,the uniform asymptotic estimate for the finite-time ruin probability,to the whole strongly subexponential class.展开更多
基金the National Natural Science Foundation of China (Grant Nos. 10271020,10471012)SRF for ROCS, SEM (Grant No. [2005]564)
文摘We consider a branching random walk in random environments, where the particles are reproduced as a branching process with a random environment (in time), and move independently as a random walk on ? with a random environment (in locations). We obtain the asymptotic properties on the position of the rightmost particle at time n, revealing a phase transition phenomenon of the system.
文摘In this paper, we study the large deviation for a supercritical branching process with immigration controlled by a sequence of non-negative integer-valued independently identical distributed random variables, improving the previous results for non immigration processes. We rely heavily on the detail description and limit property of the generating function of immigration processes.
基金The research is supported by National Natural Science Foundation of China under the Grants No. 60221301 and No. 60334040.Acknowledgement The authors would like to thank Prof. Feng TIAN and Dr. Mei LU for providing the proof of Lemma 6 in Appendix B. We would also like to thank Ms. Zhixin Liu for valuable discussions.
文摘Multi-agent systems arise from diverse fields in natural and artificial systems, and a basic problem is to understand how locally interacting agents lead to collective behaviors （e.g., synchronization） of the overall system. In this paper, we will consider a basic class of multi-agent systems that are described by a simplification of the well-known Vicsek model. This model looks simple, but the rigorous theoretical analysis is quite complicated, because there are strong nonlinear interactions among the agents in the model. In fact, most of the existing results on synchronization need to impose a certain connectivity condition on the global behaviors of the agents＇ trajectories （or on the closed-loop dynamic neighborhood graphs）, which are quite hard to verify in general. In this paper, by introducing a probabilistic framework to this problem, we will provide a complete and rigorous proof for the fact that the overall multi-agent system will synchronize with large probability as long as the number of agents is large enough. The proof is based on a detailed analysis of both the dynamical properties of the nonlinear system evolution and the asymptotic properties of the spectrum of random geometric graphs.
基金Supported by NSFC(Grant Nos.11571262 and 11661025)Science Research Foundation of Guangxi Education Department(Grant No.YB2014117)
文摘In this paper, we present a local Csorgo- Revesz type functional limit theorem for increments of Brownian motion and give its convergence rate. The results also extend the functional forms of Levy＇s modulus of continuity for Brownian motion.
基金the National Natural Science Foundation of China(10571001)the Innovation Group Foundation of Anhui University
文摘Let （Xi） be a martingale difference sequence and Sn=∑^ni=1Xi Suppose （Xi） i=1 is bounded in L^p. In the case p ≥2, Lesigne and Volny （Stochastic Process. Appl. 96 （2001） 143） obtained the estimation μ（Sn 〉 n） ≤ cn^-p/2, Yulin Li （Statist. Probab. Lett. 62 （2003） 317） generalized the result to the case when p ∈ （1,2] and obtained μ（Sn 〉 n） ≤ cn^l-p, these are optimal in a certain sense. In this article, the authors study the large deviation of Sn for some dependent sequences and obtain the same order optimal upper bounds for μ（Sn 〉 n） as those for martingale difference sequence.
基金This work was supported by the National Natural Science Foundation of China(Grant Nos.10071008 and 10121101).
文摘We prove a moderate deviation principle for a super-Brownian motion with immigration of all dimensions, and consequently fill the gap between the central limit theorem and large deviation principle.
基金Acknowledgements This work was partially supported by the National Natural Science Foundation of China （Grant Nos. 11171044, 11101039） and the Natural Science Foundation of Hunan Province （Grant No. 11JJ2001）.
文摘We consider a supercritical branching process （Zn） in an independent and identically distributed random environment ξ, and present some recent results on the asymptotic properties of the limit variable W of the natural martingale Wn = Zn/E[Zn｜ξ], the convergence rates of W - Wn （by considering the convergence in law with a suitable norming, the almost sure convergence, the convergence in Lp, and the convergence in probability）, and limit theorems （such as central limit theorems, moderate and large deviations principles） on （log Zn）.
基金Acknowledgements The authors would like to thank the anonymous referees for valuable comments and remarks. This work was partially supported by the Natural Scientific Research Innovation Foundation in Harbin Institute of Technology （HIT. NSRIF. 2015102）, the National Natural Science Foundation of China （Grant Nos. 11171044, 11101039）, and by the Natural Science Foundation of Hunan Province （Grant No. 11JJ2001）.
文摘We consider a branching random walk on N with a random environment in time （denoted by ξ）. Let Zn be the counting measure of particles of generation n, and let Zn（t） be its Laplace transform. We show the convergence of the free energy n-llog Zn（t）, large deviation principles, and central limit theorems for the sequence of measures {Zn}, and a necessary and sufficient condition for the existence of moments of the limit of the martingale Zn（t）/E[Zn（t）ξ].
文摘The past two decades have witnessed the active development of a rich probability theory of Studentized statistics or self-normalized processes, typified by Student’s t-statistic as introduced by W. S. Gosset more than a century ago, and their applications to statistical problems in high dimensions, including feature selection and ranking, large-scale multiple testing and sparse, high dimensional signal detection. Many of these applications rely on the robustness property of Studentization/self-normalization against heavy-tailed sampling distributions. This paper gives an overview of the salient progress of self-normalized limit theory, from Student’s t-statistic to more general Studentized nonlinear statistics. Prototypical examples include Studentized one- and two-sample U-statistics. Furthermore, we go beyond independence and glimpse some very recent advances in self-normalized moderate deviations under dependence.
基金supported by National Natural Science Foundation of China (Grant Nos. 10671006)supported by National Natural Science Foundation of China (Grant Nos. 10671006, 10831003)+1 种基金National Basic Research Program of China (973 Program, 2006CB805903)supported by CAPES (Brazil)
文摘In a C1 non-uniformly hyperbolic systems with limit domination, we consider the periodic measures that supported on the Pesin set and keep a distance at least 6 to a hyperbolic ergodic measure μ given before. And then, we bound from top the exponential growth rate of such periodic measures by the supremum of measure theoretic entropy on a closed set.
基金supported by the National Natural Science Foundation of China (Grant No. 70471071)
文摘We establish an asymptotic relation for the large-deviation probabilities of the maxima of sums of subexponential random variables centered by multiples of order statistics of i.i.d.standard uniform random variables.This extends a corresponding result of Korshunov.As an application,we generalize a result of Tang,the uniform asymptotic estimate for the finite-time ruin probability,to the whole strongly subexponential class.
