-
作者：Lijoi, Antonio; Prunster, Igor; Walker, Stephen G.
作者单位：University of Pavia; University of Turin; University of Kent
摘要：We consider discrete nonparametric priors which induce Gibbs-type exchangeable random partitions and investigate their posterior behavior in detail. In particular, we deduce conditi onal distributions and the corresponding Bayesian nonparametric estimators, which can be readily exploited for predicting various features of additional samples. The results provide useful tools for genomic applications where prediction of future outcomes is required.
-
作者：Pan, G. M.; Zhou, W.
作者单位：National University of Singapore
摘要：Let s(k) = 1/root N(nu(1k),...,nu(Nk))(T), with {nu(ik),i,k = 1,...} independent and, identically distributed complex random variables. Write S-k = (s(1),..., s(k-1), s(k+1),...,s(K)), P-k = diag(p(1),...,p(k-1), p(k+l), p(K)), R-k = (SkPkSk* + sigma I-2) and A(km) = [s(k), R(k)s(k),..., R(k)(m-1)s(k)]. Define beta(km) = p(k)s(k)*A(km)(A(km)* x R(k)Ak(m))(-1)A(km)*s(k), referred to as the signal-to-interference ratio (SIR) of user k k under the multistage Wiener (MSW) receiver in a wireless co...
-
作者：Burden, Conrad J.; Kantorovitz, Miriam R.; Wilson, Susan R.
作者单位：Australian National University; John Curtin School of Medical Research; Australian National University; University of Illinois System; University of Illinois Urbana-Champaign
摘要：Given two sequences over a finite alphabet L, the D-2 statistic is the number of m-letter word matches between the two sequences. This statistic is used in bioinformatics for expressed sequence tag database searches. Here we study a generalization of the D2 statistic in the context of DNA sequences, under the assumption of strand symmetric Bernoulli text. For k < m, we look at the count of m-letter word matches with up to k mismatches. For this statistic, we compute the expectation, give upper...
-
作者：Angel, Omer; Peres, Yuval; Wilson, David B.
作者单位：University of Toronto; Microsoft
摘要：The overlapping-cycles shuffle mixes a deck of n cards by moving either the nth card or the (n - k)th card to the top of the deck, with probability half each. We determine the spectral gap for the location of a single card, which, as a function of k and n, has surprising behavior. For example, suppose k is the closest integer to alpha n for a fixed real alpha is an element of (0, 1). Then for rational 01 the spectral gap is Theta(n(-2)), while for poorly approximable irrational numbers alpha, ...
-
作者：Vysotsky, Vladislav V.
作者单位：Saint Petersburg State University
摘要：We give a quantitative analysis of clustering in a stochastic model of one-dimensional gas. At time zero, the gas consists of n identical particles that are randomly distributed on the real line and have zero initial speeds. Particles begin to move under the forces of mutual attraction. When particles collide, they stick together forming a new particle, called cluster, whose mass and speed are defined by the laws of conservation. We are interested in the asymptotic behavior of K-n(t) as n -> i...
-
作者：Guasoni, Paolo; Rasonyi, Mikloz; Schachermayer, Walter
作者单位：Boston University; HUN-REN; HUN-REN Institute for Computer Science & Control; Hungarian Academy of Sciences; Technische Universitat Wien
摘要：In markets with transaction costs, consistent price systems play the same role as martingale measures in frictionless markets. We prove that if a continuous price process has conditional full support, then it admits consistent price systems for arbitrarily small transaction costs. This result applies to a large class of Markovian and non-Markovian models, including geometric fractional Brownian motion. Using the constructed price systems, we show, under very general assumptions, the following ...
-
作者：Henderson, Vicky; Hobson, David
作者单位：University of Warwick; University of Warwick
摘要：In this article we study an optimal stopping/optimal control problem which models the decision facing a ask-averse agent over when to sell an asset. The market is incomplete so that the asset exposure cannot be hedged. In addition to the decision over when to sell, the agent has to choose a control strategy which corresponds to a feasible wealth process. We formulate this problem as one involving the choice of a stopping time and a martingale. We conjecture the form of the solution and verify ...
-
作者：Blanchet, Jose; Glynn, Peter
作者单位：Harvard University; Stanford University
摘要：Let (X : n >_ 0) be a sequence of i.i.d. r.v.'s with negative mean. Set So = 0 and define Sn = XI + - - - + Xn. We propose an importance sampling algorithm to estimate the tail of M = max{S : n > Ol that is strongly efficient for both light and heavy-tailed increment distributions. Moreover, in the case of heavy-tailed increments and under additional technical assumptions, our estimator can be shown to have asymptotically vanishing relative variance in the sense that its coefficient of variati...
-
作者：Yoshida, Nobuo
作者单位：Kyoto University
摘要：We consider branching random walks in d-dimensional integer lattice with time-space i.i.d. offspring distributions. When d > 3 and the fluctuation of the environment is well moderated by the random walk, we prove a central limit theorem for the density of the population, together with upper bounds for the density of the most populated site and the replica overlap. We also discuss the phase transition of this model in connection with directed polymers in random environment.
-
作者：Marckert, Jean-Francois
作者单位：Centre National de la Recherche Scientifique (CNRS); Universite de Bordeaux
摘要：We consider branching random walks built on Galton-Watson trees with offspring distribution having a bounded support, conditioned to have n nodes, and their resealed convergences to the Brownian snake. We exhibit a notion of globally centered discrete snake that extends the usual settings in which the displacements are supposed centered. We show that under some additional moment conditions, when n goes to +infinity, globally centered discrete snakes converge to the Brownian snake. The proof re...
