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19942026
Showing 2007 · math.PRShow all

11 papers · 2 filters

math.PR2007★ 13 cited

Large deviations for eigenvalues of sample covariance matrices, with applications to mobile communication systems

Anne Fey, Remco van der Hofstad, Marten Klok

We study sample covariance matrices of the form , where is a matrix with i.i.d. mean zero entries. This is a generalization of so-called Wishart m…

math.PR2007★ 44 cited

Mean-field behavior for long- and finite range Ising model, percolation and self-avoiding walk

Markus Heydenreich, Remco van der Hofstad, Akira Sakai

We consider self-avoiding walk, percolation and the Ising model with long and finite range. By means of the lace expansion we prove mean-field behavior for these models if $d>2(α\w…

math.PR2007★ 18 cited

Weak convergence of measure-valued processes and -point functions

Mark Holmes, Edwin Perkins

We prove a sufficient set of conditions for a sequence of finite measures on the space of cadlag measure-valued paths to converge to the canonical measure of super-Brownian motion…

math.PR2007★ 2 cited

Matching with shift for one-dimensional Gibbs measures

P. Collet, C. Giardina, F. Redig

We consider matching with shifts for Gibbsian sequences. We prove that the maximal overlap behaves as , where is explicitly identified in terms of the thermodynamic qu…

math.PR2007

Stochastic bounds for two-layer loss systems

Matthieu Jonckheere, Lasse Leskela

This paper studies multiclass loss systems with two layers of servers, where each server at the first layer is dedicated to a certain customer class, while the servers at the secon…

math.PR2007

Non-Uniqueness of Gibbs measures relative to Brownian motion

Volker Betz, Olaf Wittich

We consider Gibbs measures relative to Brownian motion of Feynman-Kac type, with single site potential V. We show that for a large class of V, including the Coulomb potential, ther…

math.PR2007★ 9 cited

An expansion for self-interacting random walks

Remco van der Hofstad, Mark Holmes

We derive a perturbation expansion for general self-interacting random walks, where steps are made on the basis of the history of the path. Examples of models where this expansion…

math.PR2007★ 2 cited

Pattern theorems, ratio limit theorems and Gumbel maximal clusters for random fields

Remco van der Hofstad, Wouter Kager

We study occurrences of patterns on clusters of size n in random fields on Z^d. We prove that for a given pattern, there is a constant a>0 such that the probability that this patte…

math.PR2007★ 111 cited

Diameters in preferential attachment models

Sander Dommers, Remco van der Hofstad, Gerard Hooghiemstra

In this paper, we investigate the diameter in preferential attachment (PA-) models, thus quantifying the statement that these models are small worlds. The models studied here are s…

math.PR2007★ 49 cited

A preferential attachment model with random initial degrees

Maria Deijfen, Henri van den Esker, Remco van der Hofstad +1

In this paper, a random graph process is studied and its degree sequence is analyzed. Let be an i.i.d. sequence. The graph process is defined s…

math.PR2007★ 52 cited

On Lerch's transcendent and the Gaussian random walk

A. J. E. M. Janssen, J. S. H. van Leeuwaarden

Let be independent variables, each having a normal distribution with negative mean and variance 1. We consider the partial sums , with …