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Aproximadamente 444 registro(s) hasta el momento: (journal)

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Recurso libre

The Mean of a Maximum Likelihood Estimator Associated with the Brownian Bridge
Gao, Fuchang; University of Idaho

Formato:	Peer-reviewed Article,
Enlaces:	A closed formula for the mean of a maximum likelihood estimator associated with the Brownian bridge is obtained; the exact relation with that of the Brownian motion is established.
Fecha:	2003-01-01
Recurso:	Electronic communications in probability

Recurso libre

Random Walks that Avoid Their Past Convex Hull
Angel, Omer; Weizmann Institute of Science - Benjamini, Itai; Weizmann Institute of Science - Virág, Bálint; MIT

Formato:	Peer-reviewed Article,
Enlaces:	We explore planar random walk conditioned to avoid its past convex hull. We prove that it escapes at a positive lim sup speed. Experimental results show that fluctuations from a limiting direction are on the order of $n^{3/4}$. This behavior…
Fecha:	2003-01-01
Recurso:	Electronic communications in probability

Recurso libre

SLE and Triangles
Dubédat, Julien; Université Paris-Sud

Formato:	Peer-reviewed Article,
Enlaces:	By analogy with Carleson's observation on Cardy's formula describing crossing probabilities for the scaling limit of critical percolation, we exhibit ``privileged geometries'' for Stochastic Loewner Evolutions with various parameters, for which certain hitting distributions are uniformly distributed. We then examine…
Fecha:	2003-01-01
Recurso:	Electronic communications in probability

Recurso libre

Central Limit Theorems for the Products of Random Matrices Sampled by a Random Walk
Duheille-Bienvenue, Frédérique; Université Claude Bernard - Lyon 1 - Guillotin-Plantard, Nadine; Université Claude Bernard - Lyon 1

Formato:	Peer-reviewed Article,
Enlaces:	The purpose of the present paper is to study the asymptotic behaviour of the products of random matrices indexed by a random walk following the results obtained by Furstenberg and Kesten (MR53:14670) and by Ishitani (MR 53:14670).
Fecha:	2003-01-01
Recurso:	Electronic communications in probability

Recurso libre

Computation of Greeks for Barrier and Lookback Options Using Malliavin Calculus
Gobet, Emmanuel; Centre de Mathématiques Appliquées - Kohatsu-Higa, Arturo; Universitat Pompeu Fabra

Formato:	Peer-reviewed Article,
Enlaces:	In this article, we consider the numerical computations associated to the Greeks of barrier and lookback options, using Malliavin calculus. For this, we derive some integration by parts formulae involving the maximum and minimum of a one dimensional diffusion. Numerical…
Fecha:	2003-01-01
Recurso:	Electronic communications in probability

Recurso libre

Mixing Time of the Rudvalis Shuffle
Wilson, David Bruce; Microsoft Research

Formato:	Peer-reviewed Article,
Enlaces:	We extend a technique for lower-bounding the mixing time of card-shuffling Markov chains, and use it to bound the mixing time of the Rudvalis Markov chain, as well as two variants considered by Diaconis and Saloff-Coste. We show that in…
Fecha:	2003-01-01
Recurso:	Electronic communications in probability

Recurso libre

Excited Random Walk
Benjamini, Itai; Weizmann Institute, Rehovot 76100, Israel - Wilson, David Bruce; Microsoft Research

Formato:	Peer-reviewed Article,
Enlaces:	A random walk on $\mathbb{Z}^d$ is excited if the first time it visits a vertex there is a bias in one direction, but on subsequent visits to that vertex the walker picks a neighbor uniformly at random. We show that…
Fecha:	2003-01-01
Recurso:	Electronic communications in probability

Recurso libre

A System of Differential Equations for the Airy Process
Tracy, Craig A; University of California, Davis - Widom, Harold; University of California, Santa Cruz

Formato:	Peer-reviewed Article,
Enlaces:	The Airy process is characterized by its $m$-dimensional distribution functions. For $m=1$ it is known that this distribution function is expressible in terms of a solution to Painleve II. We show that each finite-dimensional distribution function is expressible in terms…
Fecha:	2003-01-01
Recurso:	Electronic communications in probability

Recurso libre

Smoothness of the law of the supremum of the fractional Brownian motion
Zaïdi, Noureddine Lanjri; Université Ibn Tofaïl, Kénitra, Maroc - Nualart, David; Universitat de Barcelona

Formato:	Peer-reviewed Article,
Enlaces:	This note is devoted to prove that the supremum of a fractional Brownian motion with Hurst parameter $H\in \left( 0,1\right)$ has an infinitely differentiable density on $\left( 0,\infty \right)$. The proof of this result is based on the techniques of…
Fecha:	2003-01-01
Recurso:	Electronic communications in probability

Recurso libre

10.

Microscopic structure of a decreasing shock for the asymmetric $k$-step exclusion process
Guiol, Herve; IMA-EPFL - Ravishankar, Krishnamurthi; SUNY, College at New Paltz - Saada, Ellen; CNRS Rouen

Formato:	Peer-reviewed Article,
Enlaces:	The asymmetric $k$-step exclusion processes are the simplest interacting particle systems whose hydrodynamic equation may exhibit both increasing and decreasing entropic shocks under Euler scaling. We prove that, under Riemann initial condition with right density zero and adequate left density,…
Fecha:	2003-01-01
Recurso:	Electronic communications in probability

Recurso libre

11.

Strict Convexity of the Limit Shape in First-Passage Percolation
Lalley, Steven P.; Department of Statistics, University of Chicago

Formato:	Peer-reviewed Article,
Enlaces:	Sufficient conditions are given for the strict convexity of the limit shape in standard first-passage percolation. These conditions involve (1) asymptotic ``straightness'' of the geodesics, and (2) existence of mean-zero limit distributions for the first-passage times.
Fecha:	2003-01-01
Recurso:	Electronic communications in probability

Recurso libre

12.

Path transformations of first passage bridges
Bertoin, Jean; Universite Pierre et Marie Curie - Chaumont, Loic; Universite Pierre et Marie Curie - Pitman, Jim; University of California at Berkeley

Formato:	Peer-reviewed Article,
Enlaces:	We define the first passage bridge from 0 to $\lambda$ as the Brownian motion on the time interval $[0,1]$ conditioned to first hit $\lambda$ at time 1. We show that this process may be related to the Brownian bridge, the…
Fecha:	2003-01-01
Recurso:	Electronic communications in probability

Recurso libre

13.

Inequality of Two Critical Probabilities for Percolation
Kahn, Jeff; Rutgers University, USA

Formato:	Peer-reviewed Article,
Enlaces:	We disprove a conjecture of Russ Lyons---that for every locally finite, connected graph $G$, the critical probability for (Bernoulli bond) percolation on $G$ is equal to the "first moment method" lower bound on this probability---and propose a possible alternative.
Fecha:	2003-01-01
Recurso:	Electronic communications in probability

Recurso libre

14.

The Center of Mass of the ISE and the Wiener Index of Trees
Janson, Svante; Uppsala University - Chassaing, Philippe; Institut Elie Cartan

Formato:	Peer-reviewed Article,
Enlaces:	We derive the distribution of the center of mass S of the integrated superBrownian excursion (ISE) from the asymptotic distribution of the Wiener index for simple trees. Equivalently, this is the distribution of the integral of a Brownian snake. A…
Fecha:	2004-01-01
Recurso:	Electronic communications in probability

Recurso libre

15.

Finite dimensional determinants as characteristic functions of quadratic Wiener functionals
Hara, Keisuke; Ritsumeikan University

Formato:	Peer-reviewed Article,
Enlaces:	We show a method and the structure to calculate the characteristic functions of quadratic Wiener functionals by using classical Weierstrass-Hadamard's theory on entire functions. We also examine the idea by an example for Gaussian processes with multiple Markovian property.
Fecha:	2004-01-01
Recurso:	Electronic communications in probability

Recurso libre

16.

Invariance Principles for Ranked Excursion Lengths and Heights
Csaki, Endre; A. Rényi Institute of Mathematics, Hungarian Academy of Sciences - Hu, Yueyun; Universite Paris VI

Formato:	Peer-reviewed Article,
Enlaces:	In this note we prove strong invariance principles between ranked excursion lengths and heights of a simple random walk and those of a standard Brownian motion. Some consequences concerning limiting distributions and strong limit theorems will also be presented.
Fecha:	2004-01-01
Recurso:	Electronic communications in probability

Recurso libre

17.

A Condition for Weak Disorder for Directed Polymers in Random Environment
Birkner, Matthias; Weierstrass Institute for Applied Analysis and Stochastics, Germany

Formato:	Peer-reviewed Article,
Enlaces:	We give a sufficient criterion for the weak disorder regime of directed polymers in random environment, which extends a well-known second moment criterion. We use a stochastic representation of the size-biased law of the partition function.
Fecha:	2004-01-01
Recurso:	Electronic communications in probability

Recurso libre

18.

Recurrent Graphs where Two Independent Random Walks Collide Finitely Often
Krishnapur, Manjunath; University of California at Berkeley, USA - Peres, Yuval; University of California at Berkeley, USA

Formato:	Peer-reviewed Article,
Enlaces:	We present a class of graphs where simple random walk is recurrent, yet two independent walkers meet only finitely many times almost surely. In particular, the comb lattice, obtained from $Z^2$ by removing all horizontal edges off the $x$-axis, has…
Fecha:	2004-01-01
Recurso:	Electronic communications in probability

Recurso libre

19.

Poisson Statistics for the Largest Eigenvalues of Wigner Random Matrices with Heavy Tails
Soshnikov, Alexander; University of California at Davis, USA

Formato:	Peer-reviewed Article,
Enlaces:	We study large Wigner random matrices in the case when the marginal distributions of matrix entries have heavy tails. We prove that the largest eigenvalues of such matrices have Poisson
Fecha:	2004-01-01
Recurso:	Electronic communications in probability

Recurso libre

20.

A Gaussian Oscillator
Burdzy, Krzysztof; University of Washington - White, David; University of Washington

Formato:	Peer-reviewed Article,
Enlaces:	We present a stochastic process with sawtooth paths whose distribution is given by a simple rule and whose stationary distribution is Gaussian. The process arose in a natural way in research on interaction of an inert particle with a Brownian…
Fecha:	2004-01-01
Recurso:	Electronic communications in probability

Recurso libre

21.

Sharp Bounds for Green and Jumping Functions of Subordinate Killed Brownian Motions
Song, Renming; University of Illinois, Urbana - Vondracek, Zoran; University of Zagreb, Croatia

Formato:	Peer-reviewed Article,
Enlaces:	In this paper we obtain sharp bounds for the Green function and jumping function of a subordinate killed Brownian motion in a bounded $C^{1,1}$ domain, where the subordinating process is a subordinator whose Laplace exponent has certain asymptotic behavior at…
Fecha:	2004-01-01
Recurso:	Electronic communications in probability

Recurso libre

22.

Geometric Ergodicity and Perfect Simulation
Kendall, Wilfrid S.; University of Warwick

Formato:	Peer-reviewed Article,
Enlaces:	This note extends the work of Foss and Tweedie (1998), who showed that availability of the classic Coupling from the Past (CFTP) algorithm of Propp and Wilson (1996) is essentially equivalent to uniform ergodicity for a Markov chain (see also…
Fecha:	2004-01-01
Recurso:	Electronic communications in probability

Recurso libre

23.

On Standard Normal Convergence of the Multivariate Student $t$-Statistic for Symmetric Random Vectors
Giné, Evarist; University of Connecticut, USA - Götze, Friedrich; Universitat Bielefeld

Formato:	Peer-reviewed Article,
Enlaces:	It is proved that if the multivariate Student $t$-statistic based on i.i.d. symmetric random vectors is asymptotically standard normal, then these random vectors are in the generalized domain of attraction of the normal law. Uniform integrability is also considered, even…
Fecha:	2004-01-01
Recurso:	Electronic communications in probability

Recurso libre

24.

Weak Convergence to Ocone Martingales: a Remark
Peccati, Giovanni; Universite Pierre et Marie Curie, France

Formato:	Peer-reviewed Article,
Enlaces:	We show, by a simple counterexample, that the main result in a recent paper by H. Van Zanten [Electronic Communications in Probability 7 (2002), 215-222] is false. We eventually point out the origin of the error.
Fecha:	2004-01-01
Recurso:	Electronic communications in probability

Recurso libre

25.

On Long Range Percolation with Heavy Tails
Friedli, Sacha; IMPA, Rio de Janeiro - Borge de Lima, Benoîte; UFMG, Belo Horizonte - Sidoravicius, Vladas; IMPA, Rio de Janeiro

Formato:	Peer-reviewed Article,
Enlaces:	Consider independent long range percolation on $\mathbf{Z}^d$, $d\geq 2$, where edges of length $n$ are open with probability $p_n$. We show that if $\limsup_{n\to\infty}p_n > 0,$ then there exists an integer $N$ such that $P_N(0\leftrightarrow \infty) > 0$, where $P_N$…
Fecha:	2004-01-01
Recurso:	Electronic communications in probability

Recurso libre

26.

Trees and Matchings from Point Processes
Holroyd, Alexander E.; University of California, Berkeley - Peres, Yuval; University of California, Berkeley

Formato:	Peer-reviewed Article,
Enlaces:	A factor graph of a point process is a graph whose vertices are the points of the process, and which is constructed from the process in a deterministic isometry-invariant way. We prove that the d-dimensional Poisson process has a one-ended…
Fecha:	2003-01-01
Recurso:	Electronic communications in probability

Recurso libre

27.

A Law of the Iterated Logarithm for the Sample Covariance Matrix
Sepanski, Steven J.; Saginaw Valley State University

Formato:	Peer-reviewed Article,
Enlaces:	For a sequence of independent identically distributed Euclidean random vectors, we prove a law of the iterated logarithm for the sample covariance matrix when o(log log n) terms are omitted. The result is proved under the hypothesis that the random…
Fecha:	2003-01-01
Recurso:	Electronic communications in probability

Recurso libre

28.

Noncolliding Brownian motions and Harish-Chandra formula
Katori, Makoto; Chuo university - Tanemura, Hideki; Chiba university

Formato:	Peer-reviewed Article,
Enlaces:	We consider a system of noncolliding Brownian motions introduced in our previous paper, in which the noncolliding condition is imposed in a finite time interval $(0,T]$. This is a temporally inhomogeneous diffusion process whose transition probability density depends on a…
Fecha:	2003-01-01
Recurso:	Electronic communications in probability

Recurso libre

29.

Positive correlation for increasing events with disjoint dependencies does not imply positive correlation for all increasing events
Weininger, Nicholas; Rutgers University

Formato:	Peer-reviewed Article,
Enlaces:	A probability measure $\mu$ on the lattice $2^{[n]}$ is said to be positively associated if any two increasing functions on the lattice are positively correlated with respect to $\mu$. Pemantle asked whether, in order to establish positive association for a…
Fecha:	2003-01-01
Recurso:	Electronic communications in probability

Recurso libre

30.

On a SDE driven by a fractional Brownian motion and with monotone drift
Boufoussi, Brahim; Department of Mathematics, Cadi Ayyad University FSSM - Ouknine, Youssef; Universite Cadi Ayyad

Formato:	Peer-reviewed Article,
Enlaces:	Let ${B_{t}^{H},t\in \lbrack 0,T]}$ be a fractional Brownian motion with Hurst parameter $H > \frac{1}{2}$. We prove the existence of a weak solution for a stochastic differential equation of the form $X_{t}=x+B_{t}^{H}+ \int_{0}^{t}\left( b_{1}(s,X_{s})+b_{2}(s,X_{s})\right) ds$, where $ b_{1}(s,x)$ is a…
Fecha:	2003-01-01
Recurso:	Electronic communications in probability

Recurso libre

31.

Heat Kernel Asymptotics on the Lamplighter Group
Revelle, David; UC Berkeley

Formato:	Peer-reviewed Article,
Enlaces:	We show that, for one generating set, the on-diagonal decay of the heat kernel on the lamplighter group is asymptotic to $c_1 n^{1/6}\exp[-c_2 n^{1/3}]$. We also make off-diagonal estimates which show that there is a sharp threshold for which elements…
Fecha:	2003-01-01
Recurso:	Electronic communications in probability

Recurso libre

32.

A note on the richness of convex hulls of VC classes
Lugosi, Gábor; Pompeu Fabra University, Spain - Mendelson, Shahar; The Australian National University, Australia - Koltchinskii, Vladimir; The University of New Mexico, USA

Formato:	Peer-reviewed Article,
Enlaces:	We prove the existence of a class $A$ of subsets of $\mathbb{R}^d$ of VC dimension 1 such that the symmetric convex hull $F$ of the class of characteristic functions of sets in $A$ is rich in the following sense. For…
Fecha:	2003-01-01
Recurso:	Electronic communications in probability

Recurso libre

33.

Linear Speed Large Deviations for Percolation Clusters
Kovchegov, Yevgeniy; UCLA Mathematics Department, USA - Sheffield, Scott Roger; Microsoft Research

Formato:	Peer-reviewed Article,
Enlaces:	Let $C_n$ be the origin-containing cluster in subcritical percolation on the lattice $\frac{1}{n} \mathbb Z^d$, viewed as a random variable in the space $\Omega$ of compact, connected, origin-containing subsets of $\mathbb R^d$, endowed with the Hausdorff metric $\delta$. When $d…
Fecha:	2003-01-01
Recurso:	Electronic communications in probability

Recurso libre

34.

Tree and Grid factors of General Point processes
Timar, Adam; Indiana University

Formato:	Peer-reviewed Article,
Enlaces:	We study isomorphism invariant point processes of $R^d$ whose groups of symmetries are almost surely trivial. We define a 1-ended, locally finite tree factor on the points of the process, that is, a mapping of the point configuration to a…
Fecha:	2004-01-01
Recurso:	Electronic communications in probability

Recurso libre

35.

Long-term behavior for superprocesses over a stochastic flow
Xiong, Jie; University of Tennessee

Formato:	Peer-reviewed Article,
Enlaces:	We study the limit of a superprocess controlled by a stochastic flow as $t\to\infty$. It is proved that when $d \le 2$, this process suffers long-time local extinction; when $d\ge 3$, it has a limit which is persistent. The stochastic…
Fecha:	2004-01-01
Recurso:	Electronic communications in probability

Recurso libre

36.

State Tameness: A New Approach for Credit Constrains
Londono, Jaime A.; Universidad EAFIT

Formato:	Peer-reviewed Article,
Enlaces:	We propose a new definition for tameness within the model of security prices as  Itô processes that is risk-aware.  We give a new definition for arbitrage and characterize it.  We then prove a theorem that can be seen as an…
Fecha:	2004-01-01
Recurso:	Electronic communications in probability

Recurso libre

37.

Large Deviations for Mixtures
Biggins, J. D.; The University of Sheffield, UK

Formato:	Peer-reviewed Article,
Enlaces:	The results discussed here are most easily described in words using Bayesian terminology. For each $n$, there are probability distributions for the data conditional on a parameter, and there is also a prior distribution for the parameter. Integrating out, using…
Fecha:	2004-01-01
Recurso:	Electronic communications in probability

Recurso libre

38.

Oscillation and Non-oscillation in Solutions of Nonlinear Stochastic Delay Differential Equations
Appleby, John A. D.; Dublin City University - Kelly, Conall; Dublin City University, Dublin, Ireland

Formato:	Peer-reviewed Article,
Enlaces:	This paper studies the oscillation and nonoscillation of solutions of a nonlinear stochastic delay differential equation, where the noise perturbation depends on the current state, and the drift depends on a delayed argument. When the restoring force towards equilibrium is…
Fecha:	2004-01-01
Recurso:	Electronic communications in probability

Recurso libre

39.

Ergodicity of PCA: Equivalence between Spatial and Temporal Mixing Conditions
Louis, Pierre-Yves; Technische Universitat Berlin

Formato:	Peer-reviewed Article,
Enlaces:	For a general attractive Probabilistic Cellular Automata on $S^{\mathbb{Z}^d}$, we prove that the (time-) convergence towards equilibrium of this Markovian parallel dynamics, exponentially fast in the uniform norm, is equivalent to a condition ($\mathcal{A}$). This condition means the exponential decay…
Fecha:	2004-01-01
Recurso:	Electronic communications in probability

Recurso libre

40.

A Bound for the Distribution of the Hitting Time of Arbitrary Sets by Random Walk
Jarai, Antal A; Carleton University, Canada - Kesten, Harry; Cornell University

Formato:	Peer-reviewed Article,
Enlaces:	We consider a random walk $S_n = \sum_{i=1}^n X_i$ with i.i.d. $X_i$. We assume that the $X_i$ take values in $\Bbb Z^d$, have bounded support and zero mean. For $A \subset \Bbb Z^d, A \ne \emptyset$ we define $\tau_A =…
Fecha:	2004-01-01
Recurso:	Electronic communications in probability

Recurso libre

41.

On the optimal strategy in a random game
Jonasson, Johan; Chalmers University of Technology

Formato:	Peer-reviewed Article,
Enlaces:	Consider a two-person zero-sum game played on a random $n$ by $n$ matrix where the entries are iid normal random variables. Let $Z$ be the number of rows in the support of the optimal strategy for player I given the…
Fecha:	2004-01-01
Recurso:	Electronic communications in probability

Recurso libre

42.

Reflected Brownian motion in a wedge: sum-of-exponential stationary densities
Dieker, A.B.; Georgia Institute of Technology - Moriarty, J.; University of Manchester

Formato:	Peer-reviewed Article,
Enlaces:	We give necessary and sufficient conditions for the stationary density of semimartingale reflected Brownian motion in a wedge to be written as a finite sum of terms of exponential product form. Relying on geometric ideas reminiscent of the reflection principle,…
Fecha:	2009-01-01
Recurso:	Electronic communications in probability

Recurso libre

43.

Uniqueness of the mixing measure for a random walk in a random environment on the positive integers
Eckhoff, Maren; Technical University of Munich - Rolles, Silke W.W.; Technical University of Munich

Formato:	Peer-reviewed Article,
Enlaces:	Consider a random walk in an irreducible random environment on the positive integers. We prove that the annealed law of the random walk determines uniquely the law of the random environment. An application to linearly edge-reinforced random walk is given.
Fecha:	2009-01-01
Recurso:	Electronic communications in probability

Recurso libre

44.

Note: Random-to-front shuffles on trees
Bjorner, Anders; Royal Institute of Technology

Formato:	Peer-reviewed Article,
Enlaces:	A Markov chain is considered whose states are orderings of an underlying fixed tree and whose transitions are local ``random-to-front'' reorderings, driven by a probability distribution on subsets of the leaves. The eigenvalues of the transition matrix are determined using…
Fecha:	2009-01-01
Recurso:	Electronic communications in probability

Recurso libre

45.

Orthogonality and probability: beyond nearest neighbor transitions
Kovchegov, Yevgeniy V; Oregon State University

Formato:	Peer-reviewed Article,
Enlaces:	In this article, we will explore why Karlin-McGregor method of using orthogonal polynomials in the study of Markov processes was so successful for one dimensional nearest neighbor processes, but failed beyond nearest neighbor transitions. We will proceed by suggesting and…
Fecha:	2009-01-01
Recurso:	Electronic communications in probability

Recurso libre

46.

The scaling limit of senile reinforced random walk.
Holmes, Mark P; University of Auckland

Formato:	Peer-reviewed Article,
Enlaces:	This paper proves that the scaling limit of nearest-neighbour senile reinforced random walk is Brownian Motion when the time T spent on the first edge has finite mean. We show that under suitable conditions, when T has heavy tails the…
Fecha:	2009-01-01
Recurso:	Electronic communications in probability

Recurso libre

47.

A local limit theorem for the critical random graph
van der Hofstad, Remco W; Technische Universiteit Eindhoven - Kager, Wouter; VU University - Müller, Tobias; Tel Aviv University

Formato:	Peer-reviewed Article,
Enlaces:	We consider the limit distribution of the orders of the $k$ largest components in the Erdos-Rényi random graph inside the "critical window" for arbitrary $k$. We prove a local limit theorem for this joint distribution and derive an exact expression…
Fecha:	2009-01-01
Recurso:	Electronic communications in probability

Recurso libre

48.

Small time expansions for transition probabilities of some Lévy processes
Marchal, Philippe; CNRS and DMA, Ecole Normale Supérieure

Formato:	Peer-reviewed Article,
Enlaces:	We show that there exist Lévy processes $(X_t,t \geq 0)$ and reals $y>0$ such that for small $t$, the probability $P(X_t> y)$ has an expansion involving fractional powers or more general functions of $t$. This constrasts with previous results giving…
Fecha:	2009-01-01
Recurso:	Electronic communications in probability

Recurso libre

49.

Equidistant sampling for the maximum of a Brownian motion with drift on a finite horizon
Janssen, A.J.E.M; Philips Research - Van Leeuwaarden, J.S.H.; Eindhoven University of Technology and EURANDOM

Formato:	Peer-reviewed Article,
Enlaces:	A Brownian motion observed at equidistant sampling points renders a random walk with normally distributed increments. For the difference between the expected maximum of the Brownian mo- tion and its sampled version, an expansion is derived with coefficients in terms…
Fecha:	2009-01-01
Recurso:	Electronic communications in probability

Recurso libre

50.

Characterization of distributions with the length-bias scaling property
Lopez-Garcia, Marcos; Instituto de Matematicas, UNAM

Formato:	Peer-reviewed Article,
Enlaces:	This paper characterizes the density functions of absolutely continuous positive random variables with finite expectation whose respective distribution functions satisfy the so-called length-bias scaling property.
Fecha:	2009-01-01
Recurso:	Electronic communications in probability