Martingales and the fixation time of evolutionary graphs with arbitrary dimensionality
Evolutionary graph theory (EGT) investigates the Moran birth–death process constrained by graphs. Its two principal goals are to find the fixation probability and time for some initial population of mutants on the graph.
Travis Monk, André van Schaik
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Martingales and the characteristic functions of absorption time on bipartite graphs
Evolutionary graph theory investigates how spatial constraints affect processes that model evolutionary selection, e.g. the Moran process. Its principal goals are to find the fixation probability and the conditional distributions of fixation time, and ...
Travis Monk, André van Schaik
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The Basic Reproduction Number for the Markovian SIR-Type Epidemic Models: Comparison and Consistency
This paper is concerned with a well-known epidemiological concept to measure the spread of infectious disease, that is, the basic reproduction number. This paper has two major objectives.
Muteb Faraj Alharthi
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A Divergent, Two-Parameter, Bounded Martingale [PDF]
An example is given of a divergent, uniformly bounded martingale X = { X t : t ∈ T } X = \{ {X_t}:t \in T\} where the index t ranges over the set T of pairs of positive integers with the usual coordinatewise ordering.
Dubins, Lester E., Pitman, Jim
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A new efficient method to detect genetic interactions for lung cancer GWAS
Background Genome-wide association studies (GWAS) have proven successful in predicting genetic risk of disease using single-locus models; however, identifying single nucleotide polymorphism (SNP) interactions at the genome-wide scale is limited due to ...
Jennifer Luyapan +15 more
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Orlicz–Hardy Weak Martingale Spaces for Two-parameter
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Liu, Kaituo +3 more
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Littlewood-Paley theory for triangle buildings [PDF]
For the natural two parameter filtration $(\mathcal{F}_\lambda : \lambda \in P)$ on the boundary of a triangle building we define a maximal function and a square function and show their boundedness on $L^p(\Omega_0)$ for $p \in (1, \infty)$.
Steger, Tim, Trojan, Bartosz
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On two-parameter non-degenerate brownian martingales
In the first part of the paper the authors study the existence and the properties of the density of the two-parameter Brownian martingale \(N(z)= \int_{[0,T]^2} G(\zeta) dW(\zeta)\), \(z \in [0,T]^2\), driven by a Brownian sheet \(\{W(z), z\in [0,T]^2\}\), and with a square-integrable adapted process \(G\) as integrand verifying, in addition to the ...
Nualart, David, Tindel, Samy
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Doob's maximal identity, multiplicative decompositions and enlargements of filtrations [PDF]
In the theory of progressive enlargements of filtrations, the supermartingale $Z_{t}=\mathbf{P}(g>t\mid \mathcal{F}_{t}) $ associated with an honest time g, and its additive (Doob-Meyer) decomposition, play an essential role. In this paper, we propose an
Nikeghbali, A., Yor, M.
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Optimal dual martingales, their analysis and application to new algorithms for Bermudan products [PDF]
In this paper we introduce and study the concept of optimal and surely optimal dual martingales in the context of dual valuation of Bermudan options, and outline the development of new algorithms in this context.
Huang, Junbo +2 more
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