Results 11 to 20 of about 1,204,996 (162)
A Simulation-Based Study on Bayesian Estimators for the Skew Brownian Motion [PDF]
Entropy, 2016 In analyzing a temporal data set from a continuous variable, diffusion processes can be suitable under certain conditions, depending on the distribution of increments.
Manuel Barahona +3 more
doaj +4 more sources
Is a Brownian Motion Skew? [PDF]
Scandinavian Journal of Statistics, 2013 ABSTRACTWe study the asymptotic behaviour of the maximum likelihood estimator corresponding to the observation of a trajectory of a skew Brownian motion, through a uniform time discretization. We characterize the speed of convergence and the limiting distribution when the step size goes to zero, which in this case are non‐classical, under the null ...
Lejay, Antoine +2 more
openaire +7 more sources
Divergent trajectories of genome architecture and chromosome evolution in ferns and angiosperms [PDF]
New Phytologist, Volume 252, Issue 1, Page 427-442, October 2026.Variation in key fern genomic traits across families, mapped onto a summary phylogenetic tree. Summary Ferns and angiosperms represent the two largest vascular plant lineages but exhibit striking genomic and ecological contrasts. We investigated whether differences in genome size, chromosome architecture, GC content, and stomatal traits reveal ...
Petr Bureš +14 more
wiley +2 more sources
Two consistent estimators for the skew Brownian motion [PDF]
ESAIM: Probability and Statistics, 2019 The skew Brownian motion (SBm) is of primary importance in modeling diffusion in media with interfaces which arise in many domains ranging from population ecology to geophysics and finance. We show that the maximum likelihood procedure estimates consistently the parameter of an SBm observed at discrete times. The difficulties arise because the observed
Lejay, Antoine +2 more
openaire +5 more sources
Skew brownian motion and complexity of the alps algorithm [PDF]
Journal of Applied Probability, 2022 AbstractSimulated tempering is a popular method of allowing Markov chain Monte Carlo algorithms to move between modes of a multimodal target density $\pi$ . Tawn, Moores and Roberts (2021) introduces the Annealed Leap-Point Sampler (ALPS) to allow for rapid movement between modes.
Gareth O. Roberts +2 more
openaire +4 more sources
Skewed brownian fluctuations in single-molecule magnetic tweezers. [PDF]
PLoS ONE, 2014 Measurements in magnetic tweezers rely upon precise determination of the position of a magnetic microsphere. Fluctuations in the position due to Brownian motion allows calculation of the applied force, enabling deduction of the force-extension response ...
Daniel R Burnham +3 more
doaj +1 more source
Bouncing Skew Brownian Motions [PDF]
Journal of Theoretical Probability, 2016 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Gloter, Arnaud, Martinez, Miguel
openaire +2 more sources
First Passage Time of Skew Brownian Motion [PDF]
Journal of Applied Probability, 2012 Nearly fifty years after the introduction of skew Brownian motion by Itô and McKean (1963), the first passage time distribution remains unknown. In this paper we first generalize results of Pitman and Yor (2011) and Csáki and Hu (2004) to derive formulae for the distribution of ranked excursion heights of skew Brownian motion, and then use these ...
Appuhamillage, Thilanka, Sheldon, Daniel
openaire +5 more sources
First passage time of skew Brownian motion [PDF]
Nearly fifty years after the introduction of skew Brownian motion by Itô and McKean (1963), the first passage time distribution remains unknown. In this paper, we first generalize results of Pitman and Yor (2001) and Csáki and Hu (2004) to derive ...
Appuhamillage, Thilanka, Sheldon, Daniel
core +6 more sources
Coalescence of Skew Brownian Motions [PDF]
, 2001 We prove that two skew Brownian motions with the same skewness parameter (different from 0) and driven by the same Brownian motion coalesce a.s.
Burdzy, Krzysztof +3 more
openaire +2 more sources