Stochastic models with power-law tails
Dariusz Buraczewski Ewa Damek Thomas Mikosch The Equation X = AX + B Page 1
Springer Series in Operations Research and Financial Engineering Dariusz Buraczewski …
Springer Series in Operations Research and Financial Engineering Dariusz Buraczewski …
[BOOK][B] Renewal theory for perturbed random walks and similar processes
A Iksanov - 2016 - Springer
The present book offers a detailed treatment of perturbed random walks, perpetuities, and
random processes with immigration. These objects are of major importance in modern …
random processes with immigration. These objects are of major importance in modern …
Complexity questions in non-uniform random variate generation
L Devroye - Proceedings of COMPSTAT'2010: 19th International …, 2010 - Springer
Complexity Questions in Non-Uniform Random Variate Generation Page 1 Complexity Questions
in Non-Uniform Random Variate Generation Luc Devroye School of Computer Science McGill …
in Non-Uniform Random Variate Generation Luc Devroye School of Computer Science McGill …
STOCHASTIC METHODS FOR THE NEUTRON TRANSPORT EQUATION I
The neutron transport equation (NTE) describes the flux of neutrons through an
inhomogeneous fissile medium. In this paper, we reconnect the NTE to the physical model of …
inhomogeneous fissile medium. In this paper, we reconnect the NTE to the physical model of …
The functional equation of the smoothing transform
G Alsmeyer, JD Biggins, M Meiners - 2012 - projecteuclid.org
Given a sequence T=(T_i)_i\geq1 of nonnegative random variables, a function f on the
positive halfline can be transformed to Ei\geq1f(tT_i). We study the fixed points of this …
positive halfline can be transformed to Ei\geq1f(tT_i). We study the fixed points of this …
On distributional properties of perpetuities
We study probability distributions of convergent random series of a special structure, called
perpetuities. By giving a new argument, we prove that such distributions are of pure type …
perpetuities. By giving a new argument, we prove that such distributions are of pure type …
Large deviation estimates for exceedance times of perpetuity sequences and their dual processes
In a variety of problems in pure and applied probability, it is relevant to study the large
exceedance probabilities of the perpetuity sequence Yn≔ B₁+ A₁ B₂+⋯+(A₁⋯ An-1) Bn …
exceedance probabilities of the perpetuity sequence Yn≔ B₁+ A₁ B₂+⋯+(A₁⋯ An-1) Bn …
Branching out
JD Biggins - arxiv preprint arxiv:1003.4715, 2010 - arxiv.org
Results on the behaviour of the rightmost particle in the $ n $ th generation in the branching
random walk are reviewed and the phenomenon of anomalous spreading speeds, noticed …
random walk are reviewed and the phenomenon of anomalous spreading speeds, noticed …
Fluctuations of Biggins' martingales at complex parameters
A Iksanov, K Kolesko, M Meiners - 2020 - projecteuclid.org
The long-term behavior of a supercritical branching random walk can be described and
analyzed with the help of Biggins' martingales, parametrized by real or complex numbers …
analyzed with the help of Biggins' martingales, parametrized by real or complex numbers …
Local times in critical generations of a random walk in random environment on trees
A Kagan - arxiv preprint arxiv:2408.16955, 2024 - arxiv.org
We consider a null-recurrent randomly biased walk $\mathbb {X} $ on a Galton-Watson tree
in the (sub)-diffusive regime and we prove that properly renormalized, the local time in a …
in the (sub)-diffusive regime and we prove that properly renormalized, the local time in a …