Acknowledgements The authors thank the anonymous referees for their very careful reading of the manuscript. This work was supported in part by the National Natural Science Foundation of China (Grant No. 10721091) and the 985-project.
We prove that the local times of a sequence of Sinai's random walks converge to those of Brox's diffusion by proper scaling. Our proof is based on the intrinsic branching structure of the random walk and the converg...
supported by the National Natural Science Foundation of China (No. 10721091)
This paper is a continuation of the study of the algebraic speed for Markov processes. The authors concentrate on algebraic decay rate for the transient birth-death processes. According to the classification of the bo...
Supported in part by Program for New Century Excellent Talents in University (NCET);973 Project (Grant No. 2011CB808000);NSFC (Grant No. 10721091)
For a reversible quasi-birth and death process, we generalize and refine the decomposition method, by constructing a birth-death process and a sequence of restriction processes. The spectral gap for the quasi-birth an...
In [3], they gave necessary and sufficient condition for T 1 C and then as applications T 1 C for weakly dependent sequences was established. In this note, based on Gozlan-L′eonard characterization for W 1 H -inequal...
Supported by National Natural Science Foundation of China (Grant No. 10721091) and the 973-Project (Grant No. 2006CB805901)
In this paper, the dimensional-free Harnack inequalities are established on infinite-dimen- sional spaces. More precisely, we establish Harnack inequalities for heat semigroup on based loop group and for Ornstein-Uhle...