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Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory.

2 votes
1 answer
241 views

Shift Invariance of Backward Martingales for tail trivial probability measures

Consider the infinite cartesian product $\Omega=\{0,1\}^{\mathbb{N}}$ as a measurable space endowed with the $\sigma$-algebra $\mathscr{F}$ generated by the cylinder sets and $\sigma:\Omega\to\Omega$ …
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1 vote
1 answer
103 views

Independent bond percolation on upper density zero subgraphs of the square lattice can have ...

Consider the two-dimensional lattice $G=(\mathbb{Z}^2,\mathbb{E}^2)$, where edge set $\mathbb{E}^2$ is given by the pairs of nearest neighbors in the $\ell^1$ norm in $\mathbb{Z}^2$. Let $V\subset\ma …
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2 votes
2 answers
352 views

Coefficients of holomorphic functions defined by Borel probability measures on the unit disc

Let be $\mathcal M(\partial\mathbb D)$ denote the set of all Borel complex probability measures on $\partial\mathbb D$ (unit circle in the complex plane). Define a mapping $\Phi:\mathcal M(\partial\ma …
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1 vote

Measures that satisfy a 0/1 law

I would like to point out that extremal Gibbs measures are interesting class of measures that can be defined over $2^{\omega}$ and satisfies a zero-one law, not in the whole $\sigma$-algebra generated …
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9 votes

Some models for random graphs that I am curious about

(It is not an answer but I put it here because I am having problems to post it in the comments) Hi Gil, thinking about the question 3 comes in my mind the Gibbs measures. It does not maximize the en …
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6 votes

Decimating the infinite grid graph

Hi Joseph, I think the literature about independent site percolation model is relevant for your questions. There is a nice book, that address yours questions in this post. Percolation by Geoffrey G …
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2 votes
2 answers
485 views

On generalisation of Aizenman-Higuchi Theorem

Let $\mathbb Z^2$ denote the two-dimensional integer lattice with norm of $i=(i_1,i_2)$ given by $\|i\|=|i_1|+|i_2|$. For each $x\in\mathbb Z^2$, we assign a uniform random variable, $\sigma_x$ taki …
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5 votes
2 answers
637 views

Percolation Model and Complex Probabilities

Let $d>0$ be an integer and consider the first neighbors independent bond percolation model in $\mathbb Z^d$, where each edge is open with probability $p\in[0,1]$. I would like to know, if can we gen …
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3 votes
0 answers
359 views

Infinite System of Stochastic Ordinary Differential Equations Coupled by Infinite Graphs

$\ \ \ $ In Time Evolution of Infinite Anharmonic Systems, Lanford,Lebowitz and Lieb, roughly speaking, proved that for some families of functions $F_v$ $(v\in\mathbb Z^d)$ and a large set of initial …
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2 votes

Bounding sum of multinomial coefficients by highest entropy one

Hi Yaroslav, With the additional hypothesis you are considering, I guess that the inequality can be proved following the text that you linked. Fix any probability vector $(p_1,\ldots,p_k)$ and consi …
3 votes

Disintegrations are measurable measures - when are they continuous?

Probably is not general as you want, but if you don't think before about that can be a begining... Proposition: If $\pi:Y\to X$ is bijective function such that $\pi^{-1}$ is continuous then $\mathbb …
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5 votes
1 answer
614 views

For which values of $N$ is known the Lieb-Simon Inequality for $Z_N$ Models ?

Background: Let $\mathbb Z^d$ denote the $d$-dimensional integer lattice with norm $|x|=\sum_i|x_i|$. For each $x\in\mathbb Z^d$ we associate a spin variable, $\sigma_x$ taking values on the set $ …
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5 votes
Accepted

Random Walk with "Forward Dependency"

if we assume that the index $t$ in your process is countable then what you are looking for is described in Georgii's book, Gibbs Measures and Phase Transition. In the language of mathematical Statisti …
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