Results 21 to 30 of about 1,638,072 (98)
Probability measure-valued polynomial diffusions [PDF]
Electronic Journal of Probability, 2018 We introduce a class of probability measure-valued diffusions, coined polynomial, of which the well-known Fleming--Viot process is a particular example. The defining property of finite dimensional polynomial processes considered by Cuchiero et al. (2012)
Christa Cuchiero +2 more
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The probability of intransitivity in dice and close elections [PDF]
Probability theory and related fields, 2018 We study the phenomenon of intransitivity in models of dice and voting. First, we follow a recent thread of research for n-sided dice with pairwise ordering induced by the probability, relative to 1/2, that a throw from one die is higher than the other ...
Jan Hkazla +3 more
semanticscholar +1 more source
Correction Bounds on measures satisfying moment conditions [PDF]
Annals of Probability 2004, Vol. 14, No. 3, 1603-1603, 2004 The Annals of Applied Probability (2002) 12 1114 ...
arxiv +1 more source
Locality of the critical probability for transitive graphs of exponential growth [PDF]
Annals of Probability, 2018 Around 2008, Schramm conjectured that the critical probabilities for Bernoulli bond percolation satisfy the following continuity property: If $(G_n)_{n\geq 1}$ is a sequence of transitive graphs converging locally to a transitive graph $G$ and $\limsup_ ...
Tom Hutchcroft
semanticscholar +1 more source
Level Crossing Probabilities II: Polygonal Recurrence of Multidimensional Random Walks [PDF]
, 2006 In part I (math.PR/0406392) we proved for an arbitrary one-dimensional random walk with independent increments that the probability of crossing a level at a given time n is of the maximal order square root of n. In higher dimensions we call a random walk
Siegmund-Schultze, Rainer +1 more
core +3 more sources
Estimates for invariant probability measures of degenerate SPDEs with singular and path-dependent drifts [PDF]
Probability theory and related fields, 2017 In terms of a nice reference probability measure, integrability conditions on the path-dependent drift are presented for (infinite-dimensional) degenerate PDEs to have regular positive solutions.
Feng-Yu Wang
semanticscholar +1 more source
Besov regularity of stochastic measures [PDF]
Statistics and Probability Letters 77 (2007) 822--825, 2012 We prove that continuous paths of \sigma-additive in probability set function belong to Besov space.
arxiv +1 more source
Persistence probability of a random polynomial arising from evolutionary game theory [PDF]
Journal of Applied Probability, 2018 We obtain an asymptotic formula for the persistence probability in the positive real line of a random polynomial arising from evolutionary game theory.
Van Hao Can, M. H. Duong, Viet-Hung Pham
semanticscholar +1 more source
Correction. Error estimates for binomial approximations of game options
, 2007 Correction for Error estimates for binomial approximations of game options [math.PR/0607123]Comment: Published at http://dx.doi.org/10.1214/105051606000000808 in the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of ...
Kifer, Yuri
core +1 more source
International Journal of Statistics and Probability, 2019 In this study, a new flexible family of distributions is proposed with its statistical properties as well as some useful characterizations. The maximum likelihood method is used to estimate the unknown model parameters by means of two simulation studies.
M. C. Korkmaz +3 more
semanticscholar +1 more source