Topics in Probability
Topics in Probability
批准号:
9626590
负责人:
Steven Lalley
金额:
$6.2万
依托单位国家:
美国
项目类别:
Standard Grant
财政年份:
1996
资助国家:
美国
项目状态:
已结题
起止时间:
1996-07-01 至 1999-06-30
关键词:
中文摘要
9626590莱利调查的主要焦点将是状态空间的粗几何如何约束由状态空间支持的随机过程的行为,特别是对双曲几何中随机行走和随机增长过程(例如分支随机行走和接触过程)可能的行为进行分类。将特别注意在欧几里得状态空间中不能发生的行为,例如在每个紧致子集中最终灭绝的指数种群增长。关于各种有限状态马尔可夫链的混合速度的相关问题也将被研究,直接目的是有助于理解所谓的“截止现象”。随机增长过程是结构化环境中种群增长的原始模型,因此在种群生物学中具有天然的意义。在理论物理的各个领域,特别是统计力学中,它们也是重要的模型。由于“马尔可夫链蒙特卡罗”方法在模拟研究中的广泛应用,有限状态马尔可夫链的混合速率问题具有重要的实际意义。***
英文摘要
9626590 Lalley The main focus of the investigation will be on how the coarse geometry of a state space constrains the behavior of stochastic processes supported by the state space, in particular, on categorizing the behaviors possible for random walks and random growth processes (such as branching random walks and contact processes) in hyperbolic geometries. Particular attention will be paid to behaviors that cannot occur in Euclidean state spaces, such as exponential population growth with eventual extinction in every compact subset. Related problems regarding the mixing rate for various finite state Markov chains will also be investigated, with the immediate aim of contributing to the understanding of the so-called "cutoff phenomenon". Random growth processes serve as crude models of population growth in structured environments, and thus are of natural interest in population biology. They are also important as models in various areas of theoretical physics, in particular, statistical mechanics. Problems concerning mixing rates of finite-state Markov chains are of practical importance because of the increasing use of "Markov chain Monte Carlo" methods in simulation studies. ***
期刊论文(0)
专著(0)
科研奖励(0)
会议论文
Questions at the Interface of Probability and Geometry
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批准号:1612979
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项目类别:Continuing Grant
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资助金额:$15.0万
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财政年份:2016
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负责人:Steven Lalley
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依托单位:
Stochastic Epidemic Models and Related Random Processes
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批准号:1106669
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项目类别:Continuing Grant
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资助金额:$36.0万
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财政年份:2011
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负责人:Steven Lalley
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依托单位:
Problems in Stochastic Processes: Hyperbolic structures, Bayesian nonparametric estimation, and spatial epidemic and interspecies competition models
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批准号:0805755
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项目类别:Continuing Grant
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资助金额:$18.0万
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财政年份:2008
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负责人:Steven Lalley
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依托单位:
Research in Stochastic Processes
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批准号:0405102
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项目类别:Continuing Grant
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资助金额:$26.7万
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财政年份:2004
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负责人:Steven Lalley
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依托单位:
Twenty-Third Midwest Probability Colloquium
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批准号:0112530
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项目类别:Standard Grant
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资助金额:$1.1万
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财政年份:2001
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负责人:Steven Lalley
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依托单位:
Research in Stochastic Processes and Nonlinear Filtering
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批准号:0071970
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项目类别:Continuing Grant
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资助金额:$15.95万
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财政年份:2000
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负责人:Steven Lalley
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依托单位:
Mathematical Sciences: Self-Affine Sets, Random Walks on Discrete Groups, and Thermodynamic Formalism
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批准号:9307855
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项目类别:Continuing Grant
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资助金额:$10.05万
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财政年份:1993
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负责人:Steven Lalley
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依托单位:
Mathematical Sciences: Investigations in Probability and Erodic Theory
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批准号:9005118
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项目类别:Continuing Grant
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资助金额:$10.08万
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财政年份:1990
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负责人:Steven Lalley
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依托单位:
海外基金