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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 $\sigma:\Omega\to\Omega$ …
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 …
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 …
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 …
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 …
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 …
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 …
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 …
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 …
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 …
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
$ …
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 …