منابع مشابه
Asymptotics for Hitting Times
In this paper we characterize possible asymptotics for hitting times in aperiodic ergodic dynamical systems: asymptotics are proved to be the distribution functions of subprobability measures on the line belonging to the functional class (A) F = F is continuous and concave; F (t) ≤ t for t ≥ 0.. Note that all possible asymptotics are absolutely continuous.
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We establish a general formula for the Laplace transform of the hitting times of a Gaussian process. Some consequences are derived, and in particular cases like the fractional Brownian motion are discussed. AMS Subject Classification: 60H05, 60H07
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We determine exactly the expected number of hamilton cycles in the random graph obtained by starting with n isolated vertices and adding edges at random until each vertex degree is at least two. This complements recent work of Cooper and Frieze. There are similar results concerning expected numbers for example of perfect matchings, spanning trees, hamilton paths and directed hamilton cycles.
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Equivalence of the spectral gap, exponential integrability of hitting times and Lyapunov conditions are well known. We give here the correspondance (with quantitative results) for reversible diffusion processes. As a consequence, we generalize results of Bobkov in the one dimensional case on the value of the Poincaré constant for logconcave measures to superlinear potentials. Finally, we study ...
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ژورنال
عنوان ژورنال: Statistics & Probability Letters
سال: 2014
ISSN: 0167-7152
DOI: 10.1016/j.spl.2013.10.016