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We consider a family of Bessel Processes that depend on the starting point $x$ and dimension $delta$, but are driven by the same Brownian motion. Our main result is that almost surely the first time a process hits $0$ is jointly continuous in $x$ and $delta$, provided $deltale 0$. As an application, we show that the SLE($kappa$) welding homeomorphism is continuous in $kappa$ for $kappain [0,4]$. Our motivation behind this is to study the well known problem of the continuity of SLE$_kappa$ in $kappa$. The main tool in our proofs is random walks with increments distributed as infinite mean Inverse-Gamma laws.
The Ray--Knight theorems show that the local time processes of various path fragments derived from a one-dimensional Brownian motion $B$ are squared Bessel processes of dimensions $0$, $2$, and $4$. It is also known that for various singular perturba
We generalize the notion of strong stationary time and we give a representation formula for the hitting time to a target set in the general case of non-reversible Markov processes.
In the setting of non-reversible Markov chains on finite or countable state space, exact results on the distribution of the first hitting time to a given set $G$ are obtained. A new notion of strong metastability time is introduced to describe the lo
For the last ten years, almost every theoretical result concerning the expected run time of a randomized search heuristic used drift theory, making it the arguably most important tool in this domain. Its success is due to its ease of use and its powe
Let 0<alpha<1/2. We show that the mixing time of a continuous-time reversible Markov chain on a finite state space is about as large as the largest expected hitting time of a subset of stationary measure at least alpha of the state space. Suitably mo