1 - 6 of 6 Chapters
[These notes were written with the occasion of the XIII Symposium on Probability and Stochastic Processes at UNAM. We will introduce general reflected diffusions with instantaneous reflection when hitting the boundary. Two main tools for studying these processes are presented: the submartingale...
[Random walks conditioned to stay positive are a prominent topic in fluctuation theory. One way to construct them is as a random walk conditioned to stay positive up to time n, and let n tend to infinity. A second method is conditioning instead to stay positive up to an independent geometric...
[We prove that the rate of convergence for the central limit theorem in finite free convolution is of order n−1∕2.]
[Last passage times arise in a number of areas of applied probability, including risk theory and degradation models. Such times are obviously not stopping times since they depend on the whole path of the underlying process. We consider the problem of finding a stopping time that minimises the...
[We review combinatorial properties of solitons of the Box-Ball system introduced by Takahashi and Satsuma (J Phys Soc Jpn 59(10):3514–3519, 1990). Starting with several definitions of the system, we describe ways to identify solitons and review a proof of the conservation of the solitons under...
[This paper studies the invertibility property of continuous time moving average processes driven by a Lévy process. We provide of sufficient conditions for the recovery of the driving noise. Our assumptions are specified via the kernel involved and the characteristic triplet of the background...
Read and print from thousands of top scholarly journals.
Continue with Facebook
Log in with Microsoft
Already have an account? Log in
Bookmark this article. You can see your Bookmarks on your DeepDyve Library.
To save an article, log in first, or sign up for a DeepDyve account if you don’t already have one.
Sign Up Log In
To subscribe to email alerts, please log in first, or sign up for a DeepDyve account if you don’t already have one.
To get new article updates from a journal on your personalized homepage, please log in first, or sign up for a DeepDyve account if you don’t already have one.