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Harnack inequality on configuration spaces: The coupling approach and a unified treatment

Deng, Chang-Song - In: Stochastic Processes and their Applications 124 (2014) 1, pp. 220-234

In this paper, we establish the dimension-free Harnack inequality on configuration spaces by using the coupling …

Persistent link: https://www.econbiz.de/10010719744

On the accuracy of atmospheric forcing for extra-tropical storm surge prediction

Etala, Paula - In: Natural Hazards 51 (2009) 1, pp. 49-61

winds was recently improved by considering one-way coupling of the air–sea momentum exchange through the wave stress, and …

Persistent link: https://www.econbiz.de/10010995897

A one-dimensional coagulation–fragmentation process with a dynamical phase transition

Bernardin, Cédric; Toninelli, Fabio Lucio - In: Stochastic Processes and their Applications 122 (2012) 4, pp. 1672-1708

We introduce a reversible Markovian coagulation–fragmentation process on the set of partitions of {1,…,L} into disjoint intervals. Each interval can either split or merge with one of its two neighbors. The invariant measure can be seen as the Gibbs measure for a homogeneous pinning model...

Persistent link: https://www.econbiz.de/10011064899

Exit time and invariant measure asymptotics for small noise constrained diffusions

Biswas, Anup; Budhiraja, Amarjit - In: Stochastic Processes and their Applications 121 (2011) 5, pp. 899-924

Constrained diffusions, with diffusion matrix scaled by small ϵ0, in a convex polyhedral cone G⊂Rk, are considered. Under suitable stability assumptions small noise asymptotic properties of invariant measures and exit times from domains are studied. Let B⊂G be a bounded domain. Under...

Persistent link: https://www.econbiz.de/10011065124

A predator–prey SIR type dynamics on large complete graphs with three phase transitions

Kortchemski, Igor - In: Stochastic Processes and their Applications 125 (2015) 3, pp. 886-917

We study a variation of the SIR (Susceptible/Infected/Recovered) dynamics on the complete graph, in which infected individuals may only spread to neighboring susceptible individuals at fixed rate λ0 while recovered individuals may only spread to neighboring infected individuals at fixed rate 1....

Persistent link: https://www.econbiz.de/10011194150

Harnack inequality for mean-field stochastic differential equations

Zong, Gaofeng; Chen, Zengjing - In: Statistics & Probability Letters 83 (2013) 5, pp. 1424-1432

equations by studying them in a Brownian motion framework. By constructing a coupling, log-Harnack inequality and Harnack …

Persistent link: https://www.econbiz.de/10011040007

Coupling Research on the Process of Transfer of Surplus Labor Forces and Scaling-up of Farmland

Hu, Ji-kui; Jiao, Jian-jun - In: Asian Agricultural Research 03 (2011) 07

, by using the concept of coupling in physics, this paper expounds the behavior basis of transfer of surplus rural labor … follows. At the first stage of coupling after multitudinous rural surplus labor forces emerge. The farmers begin to go to city … the second stage of coupling, driven by living standards and income, multitudinous rural surplus labor forces begin to …

Persistent link: https://www.econbiz.de/10009653690

Freight transport and economic growth : an empirical explanation of the coupling in the EU using panel data

Brunel, Julien - HAL - 2005

The link between transport and economic growth is nowadays understood behind the so-called issue of coupling. Transport … intensity is decomposed into four factors. A European panel data estimation of these four factors isolates levels of coupling … and levels of decoupling. We observe two factors of coupling (i. e. the rise of the average distance of transport and the …

Persistent link: https://www.econbiz.de/10008789323

On financial markets trading

Matassini, Lorenzo; Franci, Fabio - In: Physica A: Statistical Mechanics and its Applications 289 (2001) 3, pp. 526-542

are local and global coupling, randomness, Zipf distribution of resources and price formation when inserting an order. The …

Persistent link: https://www.econbiz.de/10010591356

Noise-induced coupling and phase transition in initially homogeneous bistable system

Gudyma, Iu.V.; Semenko, O.M. - In: Physica A: Statistical Mechanics and its Applications 386 (2007) 1, pp. 47-53

We show that a colored spatial noise induces a heterogeneous behavior and coupling of initially uncoupled single … the nonlinear deterministic force. It turned out that the coupling leads to a phase transition due to the noise …

Persistent link: https://www.econbiz.de/10010591418