Results 1 to 10 of about 411 (163)
Martingales and the fixation time of evolutionary graphs with arbitrary dimensionality [PDF]
Royal Society Open Science, 2022 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 [PDF]
Royal Society Open Science, 2021 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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Some Classes of Two-Parameter Martingales
Annals of Probability, 1981 A class of two-parameter martingales, named "martingales with orthogonal increments" or "martingales of direction independent variation," is introduced. It is shown that this class, which is characterized by a sample function property, is included in the class of martingales of path independent variation and includes the class of strong martingales ...
Moshe Zakai
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A stochastic card balance management problem with continuous and batch-type bilateral transactions
Operations Research Perspectives, 2023 We study a stochastic continuous-review card balance management problem with two transaction patterns, namely, continuous and batch-type bilateral transactions, both in a Markovian environment.
Yonit Barron
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A Divergent, Two-Parameter, Bounded Martingale [PDF]
Proceedings of the American Mathematical Society, 1980 An example is given of a divergent, uniformly bounded martingale X = {
Dubins, Lester E., Pitman, Jim
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Orlicz–Hardy Weak Martingale Spaces for Two-parameter
Taiwanese Journal of Mathematics, 2023 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Liu, Kaituo +3 more
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On two-parameter non-degenerate brownian martingales
Bulletin des Sciences Mathématiques, 1998 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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On inequalities for two-parameter martingales
Mathematische Annalen, 1989 To date, it is not known whether Davis' inequality holds for two- parameter martingales M, i.e. whether the ``pure'' norms induced by the supremum of the modulus of M and the square root of the sum of squared two-parameter increments are equivalent. There are two relevant ``mixed'' norms associated with quantities described in the following way.
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On the Quadratic Variation of Two-Parameter Continuous Martingales
The Annals of Probability, 1984 Let M={M(z),z∈[0,1]2} be a two-parameter square integrable continuous martingale. We prove the sample continuity of the quadratic variation of M using an Ito's differentiation formula for M2.
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An application of two-parameter martingales in harmonic analysis [PDF]
Studia Mathematica, 1993 Summary: Some duality results and some inequalities are proved for two-parameter Vilenkin martingales, for Fourier backwards martingales and for Vilenkin and Fourier coefficients.
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