Results 11 to 20 of about 244 (56)
On a Gibbs characterization of normalized generalized Gamma processes [PDF]
, 2007 We show that a Gibbs characterization of normalized generalized Gamma processes, recently obtained in Lijoi, Pr\"unster and Walker (2007), can alternatively be derived by exploiting a characterization of exponentially tilted Poisson-Kingman models stated
Cerquetti, Annalisa
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Some aspects of additive coalescents [PDF]
, 2002 We present some aspects of the so-called additive coalescence, with a focus on its connections with random trees, Brownian excursion, certain bridges with exchangeable increments, L\'evy processes, and sticky particle ...
Bertoin, Jean
core +2 more sources
A phase transition in excursions from infinity of the "fast" fragmentation-coalescence process [PDF]
, 2017 An important property of Kingman's coalescent is that, starting from a state with an infinite number of blocks, over any positive time horizon, it transitions into an almost surely finite number of blocks.
Kyprianou, Andreas E. +3 more
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Moments of convex distribution functions and completely alternating sequences
, 2006 We solve the moment problem for convex distribution functions on $[0,1]$ in terms of completely alternating sequences. This complements a recent solution of this problem by Diaconis and Freedman, and relates this work to the L\'{e}vy-Khintchine formula ...
Gnedin, Alexander, Pitman, Jim
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Shifting processes with cyclically exchangeable increments at random [PDF]
, 2014 We propose a path transformation which applied to a cyclically exchangeable increment process conditions its minimum to belong to a given interval. This path transformation is then applied to processes with start and end at zero. It is seen that, under
Bravo, Gerónimo Uribe, Chaumont, Loïc
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, 2010 Let $(W,W')$ be an exchangeable pair. Assume that \[E(W-W'|W)=g(W)+r(W),\] where $g(W)$ is a dominated term and $r(W)$ is negligible. Let $G(t)=\int_0^tg(s)\,ds$ and define $p(t)=c_1e^{-c_0G(t)}$, where $c_0$ is a properly chosen constant and $c_1=1 ...
Chatterjee, Sourav, Shao, Qi-Man
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A generalization of the Lindeberg principle
, 2006 We generalize Lindeberg's proof of the central limit theorem to an invariance principle for arbitrary smooth functions of independent and weakly dependent random variables.
Chatterjee, Sourav
core +3 more sources
Structure of 1-RSB asymptotic Gibbs measures in the diluted p-spin models [PDF]
, 2013 In this paper we study asymptotic Gibbs measures in the diluted p-spin models in the so called 1-RSB case, when the overlap takes two values $q_*, q^*\in [0,1].$ When the external field is not present and the overlap is not equal to zero, we prove that ...
Panchenko, Dmitry
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Sharp bounds on the survival function of exchangeable min-stable multivariate exponential sequences
Dependence ModelingWe derive lower and upper bounds for the survival function of an exchangeable sequence of random variables, for which the scaled minimum of each finite subgroup has a univariate exponential distribution.
Mai Jan-Frederik
doaj +1 more source
A Species Sampling Model with Finitely many Types
, 2010 A two-parameter family of exchangeable partitions with a simple updating rule is introduced. The partition is identified with a randomized version of a standard symmetric Dirichlet species-sampling model with finitely many types.
Gnedin, Alexander
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