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Mixing of fast random walks on dynamic random permutations. [PDF]

open access: yesProbab Theory Relat Fields
Avena L   +3 more
europepmc   +1 more source

MULTI-DIMENSIONAL QUANTUM AZEMA MARTINGALES (Infinite Dimensional Analysis and Quantum Probability Theory)

open access: yesMULTI-DIMENSIONAL QUANTUM AZEMA MARTINGALES (Infinite Dimensional Analysis and Quantum Probability Theory)
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Martingale approach to first passage problems of Levy processes over one-side moving boundaries (Symposium on Probability Theory)

open access: yesMartingale approach to first passage problems of Levy processes over one-side moving boundaries (Symposium on Probability Theory)
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Martingale results in risk theory with a view to ruin probabilities and diffusions

Scandinavian Actuarial Journal, 1992
Abstract In modern risk theory martingales are mainly used to evaluate or construct upper bounds for the probability of ruin. Primarily, the present paper introduces the mathematics and assumptions that yield generalized versions of well-known martingales used today in risk theory.
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Probability theory and martingales

2014
In the bulk of this book, we have avoided the rigorous formulation of stochastic processes used by probabilists. We have sacrificed the level of rigor in order to make the material accessible to applied mathematicians and biological physicists who tend not have a background in advanced probability theory.
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Foundation of Probability Theory and Discrete-Time Martingales

2018
Gambling with dice was very popular in medieval Europe. The study of problems involving probability associated with gambling led to the development of probability theory. However, it was not until the early twentieth century that probability theory was considered as a branch of mathematics.
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Probability Theory: Independence, Interchangeability, Martingales

Journal of the American Statistical Association, 1998
Robert B. Lund   +2 more
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