Open Advanced Search

Log in
Enterprise Plans
Free Trial

Log in
Free Trial
Enterprise Plans
Browse
Features
Pricing

DeepDyve

Advanced Search

show/hide query preview

With all of the words or DOIs:

DeepDyve's default query mode: search by keyword or DOI.

With the exact phrase:

Require these words, in this exact order. Do not surround your terms in double-quotes ("") in this field.

With at least one of the words:

Find any of these words, separated by spaces

Without the words:

Exclude each of these words, separated by spaces

With words in the article title:

Search for these terms only in the title of an article

Published between the years:

With the following authors:

Most effective as: LastName, First Name or Lastname, FN

With words in the journal name:

Search for articles published in journals where these words are in the journal name

Reset filters

Get 20M+ Full-Text Papers For Less Than $1.50/day. Start a 14-Day Trial for You or Your Team.

Learn More →

DeepDyve requires Javascript to function. Please enable Javascript on your browser to continue.

XI Symposium on Probability and Stochastic Processes

Part of the Progress in Probability Book Series (volume 69)

Editors: Mena, Ramsés H.; Pardo, Juan Carlos; Rivero, Víctor; Uribe Bravo, Gerónimo

DOI: 10.1007/978-3-319-13984-5

ISBN: 978-3-319-13983-8

Publisher: Springer International Publishing - Springer Journals

May 4, 2015

1 - 10 of 12 Chapters

LitStream

Chapter 1Partition Functions of Discrete Coalescents: From Cayley’s Formula to Frieze’s ζ(3) Limit Theorem

Addario-Berry, Louigi

Pages: 1 –45

[In these expository notes, we describe some features of the multiplicative coalescent and its connection with random graphs and minimum spanning trees. We use Pitman’s proof (Pitman, J Combin Theory Ser A 85:165–193, 1999) of Cayley’s formula, which proceeds via a calculation of the partition...
LitStream

Chapter 2Asymptotic Spectral Distributions of Distance-k Graphs of Star Product Graphs

Arizmendi, Octavio; Gaxiola, Tulio

Pages: 47 –58

[Let G be a finite connected graph and let G[⋆N, k] be the distance-k graph of the N-fold star power of G. For a fixed k ≥ 1, we show that the large N limit of the spectral distribution of G[⋆N, k] converges to a centered Bernoulli distribution, \documentclass[12pt]{minimal}...
LitStream

Chapter 3Stochastic Differential Equations Driven by Loops

Baudoin, Fabrice

Pages: 59 –80

[We study stochastic differential equations of the type \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek}...
LitStream

Chapter 4Genealogy of a Wright-Fisher Model with Strong SeedBank Component

Blath, Jochen; Eldon, Bjarki; González Casanova, Adrián; Kurt, Noemi

Pages: 81 –100

[We investigate the behaviour of the genealogy of a Wright-Fisher population model under the influence of a strong seedbank effect. More precisely, we consider a simple seedbank age distribution with two atoms, leading to either classical or long genealogical jumps (the latter modeling the effect...
LitStream

Chapter 5Shifting Processes with Cyclically Exchangeable Increments at Random

Chaumont, Loïc; Uribe Bravo, Gerónimo

Pages: 101 –117

[We propose a path transformation which applied to a cyclically exchangeable increment process conditions its minimum to belong to a given interval.]
LitStream

Chapter 6Stochastic Integral and Covariation Representations for Rectangular Lévy Process Ensembles

Domínguez-Molina, J. Armando; Rocha-Arteaga, Alfonso

Pages: 119 –139

[A Bercovici-Pata bijection Λc\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}...
LitStream

Chapter 7Asymptotic Behaviour of Poisson-Dirichlet Distribution and Random Energy Model

Feng, Shui; Zhou, Youzhou

Pages: 141 –155

[The family of Poisson-Dirichlet distributions is a collection of two-parameter probability distributions {PD(α,θ):0≤α<1,α+θ>0}\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy}...
LitStream

Chapter 8Stability Estimation of Transient Markov Decision Processes

Gordienko, Evgueni; Martinez, Jaime; Ruiz de Chávez, Juan

Pages: 157 –176

[We consider transient or absorbing discrete-time Markov decision processes with expected total rewards. We prove inequalities to estimate the stability of optimal control policies with respect to the total variation norm and the Prokhorov metric. Some application examples are given.]
LitStream

Chapter 9Solution of the HJB Equations Involved in Utility-Based Pricing

Hernández–Hernández, Daniel; Sheu, Shuenn-Jyi

Pages: 177 –198

[In this paper the connection between the utility pricing methodology and risk sensitive control is explored for stochastic volatility models. It is proved that the utility based price of a European option can be written as the difference of the value functions of two different stochastic optimal...
LitStream

Chapter 10The Backbone Decomposition for Superprocesses with Non-local Branching

Murillo-Salas, Antonio; Luis Pérez, José

Pages: 199 –216

[We provide a path-wise “backbone” decomposition for supercritical superprocesses with non-local branching. Our result complements a related result obtained for supercritical superprocesses without non-local branching in Berestycki et al. (Stoch Proc Appl 121:1315–1331, 2011). Our approach relies...

results per page

Browse All eBooks

Features

Search and discover articles on DeepDyve, PubMed, and Google Scholar
Read the full-text of open access and premium content
Organize articles with folders and bookmarks
Collaborate on and share articles and folders

Info

Pricing
Enterprise Plans
Browse Journals & Topics
About DeepDyve

Help

Help
Publishers
Contact Us

Sign up for your 14-Day Free Trial Now!

Read and print from thousands of top scholarly journals.

System error. Please try again!

Continue with Facebook

By signing up, you agree to DeepDyve’s Terms of Service and Privacy Policy.

Already have an account? Log in

Save Article to Bookmarks

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.

Subscribe to Journal Email Alerts

To subscribe to email alerts, please log in first, or sign up for a DeepDyve account if you don’t already have one.

Follow a Journal

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.

Our policy towards the use of cookies

All DeepDyve websites use cookies to improve your online experience. They were placed on your computer when you launched this website. You can change your cookie settings through your browser.

cookie policy