Mena / Pardo / Rivero XI Symposium on Probability and Stochastic Processes

CIMAT, Mexico, November 18-22, 2013
1. Auflage 2015
ISBN: 978-3-319-13984-5
Verlag: Springer International Publishing
Format: PDF
Kopierschutz: Wasserzeichen (»Systemvoraussetzungen)

E-Book, Englisch, Band 69, 279 Seiten, eBook

Reihe: Progress in Probability

This volume features a collection of contributed articles and lecture notes from the XI Symposium on Probability and Stochastic Processes, held at CIMAT Mexico in September 2013. Since the symposium was part of the activities organized in Mexico to celebrate the International Year of Statistics, the program included topics from the interface between statistics and stochastic processes.

Zielgruppe

Research

Autoren/Hrsg.

Mena, Ramsés H.

Pardo, Juan Carlos

Rivero, Víctor

Uribe Bravo, Gerónimo

Inhaltsverzeichnis

Preface.- Partition functions of discrete coalescents: from Cayley’s formula to Frieze ?(3) limit theorem. -Asymptotic spectral distributions of distance-k graphs of star product graphs.- Stochastic differential equations driven by loops.- Genealogy of a Wright-Fisher model with strong seed bank component.- Shifting processes with cyclically exchangeable increments at random.- Asymptotic Behaviour of Poisson-Dirichlet Distribution and Random Energy Model.- Stability estimation of transition Markov decision processes.- Solution of the HJB equations involved in utility-based pricing.- The backbone decomposition for superprocesses with non-local branching.- On Lévy semi-stationary processes with a gamma kernel.- Ambit fields: survey and new challenges.- Stochastic integral and covariation representations for rectangular Lévy process ensembles.