Metabuscador

Filtrado por:

Repositorio:
"Electronic communications in probability"

Temas

No aplica (76)
Mathematics (38)
60K35 (14)
60J65 (11)
60J10 (6)
Más...

Idiomas

Año

2014 (2)
2013 (96)
2012 (63)
2011 (70)
2010 (51)
2009 (57)
Más...

Aproximadamente 643 registro(s) hasta el momento: (journal)

Mostrar 10 | 50 | 100 resultados por página

Recurso libre

41.

A Note on Talagrand's Concentration Inequality
Panchenko, Dmitriy; University of New Mexico

Formato:	Peer-reviewed Article,
Enlaces:	In this paper we revisit Talagrand's proof of concentration inequality for empirical processes. We give a different proof of the main technical lemma that guarantees the existence of a certain kernel. Moreover, we generalize the result of Talagrand to a…
Fecha:	2001-01-01
Recurso:	Electronic communications in probability

Recurso libre

42.

Kendall's identity for the first crossing time revisited
Borovkov, Konstantin; University of Melbourne - Burq, Zaeem; University of Melbourne

Formato:	Peer-reviewed Article,
Enlaces:	We give a new relatively compact proof of the famous identity for the distribution of the first hitting time of a linear boundary by a skip-free process with stationary independent increments. The proof uses martingale identities and change of measure.
Fecha:	2001-01-01
Recurso:	Electronic communications in probability

Recurso libre

43.

A Percolation Formula
Schramm, Oded; Microsoft Research

Formato:	Peer-reviewed Article,
Enlaces:	Let $A$ be an arc on the boundary of the unit disk $U$. We prove an asymptotic formula for the probability that there is a percolation cluster $K$ for critical site percolation on the triangular grid in $U$ which intersects…
Fecha:	2001-01-01
Recurso:	Electronic communications in probability

Recurso libre

44.

Large Deviations and Quasi-Potential of a Fleming-Viot Process
Feng, Shui; McMaster University - Xiong, Jie; University of Tennessee

Formato:	Peer-reviewed Article,
Enlaces:	The large deviation principle is established for the Fleming-Viot process with neutral mutation when the process starts from a point on the boundary. Since the diffusion coefficient is degenerate on the boundary, the boundary behavior of the process is investigated…
Fecha:	2002-01-01
Recurso:	Electronic communications in probability

Recurso libre

45.

Canonical Decompositions of Certain Generalized Brownian Bridges
Alili, Larbi; ETH Zurich

Formato:	Peer-reviewed Article,
Enlaces:	We define a generalized Brownian bridge and we provide some information about its filtration. Two decompositions of this process as a semi-martingale are given. The first one is a Volterra decomposition and the second one is its canonical decomposition in…
Fecha:	2002-01-01
Recurso:	Electronic communications in probability

Recurso libre

46.

Further Exponential Generalization of Pitman's $2M-X$ Theorem
Baudoin, Fabrice; Université Paris 6 et Paris 7

Formato:	Peer-reviewed Article,
Enlaces:	We present a class of processes which enjoy an exponential analogue of Pitman's $2M-X$ theorem, improving hence some works of H. Matsumoto and M. Yor.
Fecha:	2002-01-01
Recurso:	Electronic communications in probability

Recurso libre

47.

Asymptotics for Products of Sums and U-statistics
Rempala, Grzegorz; University of Louisville - Wesolowski, Jacek; Politechnika Warszawska

Formato:	Peer-reviewed Article,
Enlaces:	The product of subsequent partial sums of independent, identically distributed, square integrable, positive random variables is asymptotically lognormal. The result extends in a rather routine way to non-degenerate U-statistics.
Fecha:	2002-01-01
Recurso:	Electronic communications in probability

Recurso libre

48.

Some Extensions of an Inequality of Vapnik and Chervonenkis
Panchenko, Dmitriy; University of New Mexico

Formato:	Peer-reviewed Article,
Enlaces:	The inequality of Vapnik and Chervonenkis controls the expectation of the function  by its sample average uniformly over a VC-major class of functions taking into account the size of the expectation. Using Talagrand's kernel method we prove a similar result…
Fecha:	2002-01-01
Recurso:	Electronic communications in probability

Recurso libre

49.

Option Price When the Stock is a Semimartingale
Klebaner, Fima; University Melbourne

Formato:	Peer-reviewed Article,
Enlaces:	The purpose of this note is to give a PDE satisfied by a call option when the price process is a semimartingale. The main result generalizes the PDE in the case when the stock price is a diffusion. Its proof…
Fecha:	2002-01-01
Recurso:	Electronic communications in probability

Recurso libre

50.

Inclusion-Exclusion Redux
Kessler, David; Bar-Ilan University - Schiff, Jeremy; Bar-Ilan University

Formato:	Peer-reviewed Article,
Enlaces:	We present a reordered version of the inclusion-exclusion principle, which is useful when computing the probability of a union of events which are close to independent. The advantages of this formulation are demonstrated in the context of 3 classic problems…
Fecha:	2002-01-01
Recurso:	Electronic communications in probability