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Change of measure in the lookdown particle system
Doob h-transform Fleming Viot process Wright Fisher diffusion Superprocesses Lookdown particle system
2012/4/18
We perform various changes of measure in the lookdown particle system of Donnelly and Kurtz. The first example is a product type h-transform related to conditioning a Generalized Fleming Viot process ...
Large deviations for cluster size distributions in a continuous classical many-body system
Classical particle system canonical ensemble equilibrium statistical mechanics dilute system large deviations
2011/9/14
Abstract: An interesting problem in statistical physics is the condensation of classical particles in droplets or clusters when the pair-interaction is given by a stable Lennard-Jones-type potential. ...
The M/M/Infinity Service System with Ranked Servers in Heavy Traffic
Queueing theory asymptotic expansions Probability
2011/8/30
Abstract: We consider an M/M/Infinity service system in which an arriving customer is served by the first idle server in an infinite sequence S_1, S_2, ... of servers. We determine the first two terms...
Hydrodynamic Limit for an Hamiltonian System with Boundary Conditions and Conservative Noise
Intuitionistic fuzzy differentiation intuitionistic fuzzy continuity
2010/12/3
ntuitionistic Fuzzy derivative, Intuitionistic Fuzzy Gateaux derivative, Intuitionistic Fuzzy Fr´echet derivative are defined and a few of their properties are studied. The relation be-
tween I...
Backward Stochastic Differential Equations with Markov Chains and The Application: Homogenization of PDEs System
BSDE Markov chain weak convergence homogenization
2010/12/13
Stemmed from the derivation of the optimal control to a stochastic linearquadratic control problem with Markov jumps, we study one kind of backward stochastic differential equations (BSDEs) that the g...