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最新文章

• On the optimal dividend problem for a spectrally negative Levy process AI翻译
  作者：Avram, Florin; Palmowski, Zbigniew; Pistorius, Martijn R.
  作者单位：Universite de Pau et des Pays de l'Adour; University of Wroclaw; University of London; King's College London
  摘要：In this paper we consider the optimal dividend problem for an insurance company whose risk process evolves as a spectrally negative Levy process in the absence of dividend payments. The classical dividend problem for an insurance company consists in finding a dividend payment policy that maximizes the total expected discounted dividends. Related is the problem where we impose the restriction that ruin be prevented: the beneficiaries of the dividends must then keep the insurance company solvent...
• The radial spanning tree of a Poisson point process AI翻译
  作者：Baccelli, Francois; Bordenave, Charles
  作者单位：Universite PSL; Ecole Normale Superieure (ENS)
  摘要：We analyze a class of spatial random spanning trees built on a realization of a homogeneous Poisson point process of the plane. This tree has a simple radial structure with the origin as its root. We first use stochastic geometry arguments to analyze local functionals of the random tree such as the distribution of the length of the edges or the mean degree of the vertices. Far away from the origin, these local properties are shown to be close to those of a variant of the directed spanning tree...
• Asymptotic distributions of the signal-to-interference ratios of LMMSE detection in multiuser communications AI翻译
  作者：Pan, Guang-Ming; Guo, Mei-Hui; Zhou, Wang
  作者单位：National Sun Yat Sen University; National University of Singapore
  摘要：Let s(k) = 1/root N (nu(1k),...,nu(Nk))(T), k = 1,...,K, where {nu(ik), i, k = 1,...} are independent and identically distributed random variables with E nu(11) = 0 and E nu(2)(11) = 1. Let S-k = (s(1),...,s(k-1), s(k+l),...,s(K)), P-k = diag(p(1),...,p(k-1), p(k+1),...,p(K)) and beta(k) = p(k)s(k)(T) (SkPkSkT + sigma I-2)(-1)s(k) where pk >= 0 and the beta(k) is referred to as the signal-to-interference ratio (SIR) of user k with linear minimum mean-square error (LMMSE) detection in wireless ...
• Waiting for regulatory sequences to appear AI翻译
  作者：Durrett, Richard; Schmidt, Deena
  作者单位：Cornell University; Cornell University
  摘要：One possible explanation for the substantial organismal differences between humans and chimpanzees is that there have been changes in gene regulation. Given what is known about transcription factor binding sites, this motivates the following probability question: given a 1000 nucleotide region in our genome, how long does it take for a specified six to nine letter word to appear in that region in some individual? Stone and Wray [Mol. Biol. Evol. 18 (2001) 1764-1770] computed 5,950 years as the...
• A Fleming-Viot process and Bayesian nonparametrics AI翻译
  作者：Walker, Stephen G.; Hatjispyros, Spyridon J.; Nicoleris, Theodoros
  作者单位：University of Kent; University of Aegean
  摘要：This paper provides a construction of a Fleming-Viot measure valued diffusion process, for which the transition function is known, by extending recent ideas of the Gibbs sampler based Markov processes. In particular, we concentrate on the Chapman-Kolmogorov consistency conditions which allows a simple derivation of such a Fleming-Viot process, once a key and apparently new combinatorial result for Polya-urn sequences has been established.
• Small-world mcmc and convergence to multi-modal distributions: From slow mixing to fast mixing AI翻译
  作者：Guan, Yongtao; Krone, Stephen M.
  作者单位：University of Chicago; University of Idaho
  摘要：We compare convergence rates of Metropolis-Hastings chains to multimodal target distributions when the proposal distributions can be of local and small world type. In particular, we show that by adding occasional long-range jumps to a given local proposal distribution, one can turn a chain that is slowly mixing (in the complexity of the problem) into a chain that is rapidly mixing. To do this, we obtain spectral gap estimates via a new state decomposition theorem and apply an isoperimetric ine...
• Existence of independent random matching AI翻译
  作者：Duffie, Darrell; Sun, Yeneng
  作者单位：Stanford University; National University of Singapore
  摘要：This paper shows the existence of independent random matching of a large (continuum) population in both static and dynamic systems, which has been popular in the economics and genetics literatures. We construct a joint agent-probability space, and randomized mutation, partial matching and match-induced type-changing functions that satisfy appropriate independence conditions. The proofs are achieved via nonstandard analysis. The proof for the dynamic setting relies on a new Fubini-type theorem ...
• Evolution of discrete populations and the canonical diffusion of adaptive dynamics AI翻译
  作者：Champagnat, Nicolas; Lambert, Amaury
  作者单位：Leibniz Association; Weierstrass Institute for Applied Analysis & Stochastics; Sorbonne Universite; Universite PSL; Ecole Normale Superieure (ENS); Sorbonne Universite
  摘要：The biological theory of adaptive dynamics proposes a description of the long-term evolution of a structured asexual population. It is based on the assumptions of large population, rare mutations and small mutation steps, that lead to a deterministic ODE describing the evolution of the dominant type, called the canonical equation of adaptive dynamics. Here, in order to include the effect of stochasticity (genetic drift), we consider self-regulated randomly fluctuating populations subject to mu...
• Integration by parts formula for locally smooth laws and applications to sensitivity computations AI翻译
  作者：Bally, Vlad; Bavouzet, Marie-Pierre; Messaoud, Marouen
  作者单位：Universite Gustave-Eiffel; Centre National de la Recherche Scientifique (CNRS); CNRS - National Institute for Mathematical Sciences (INSMI); Universite Paris-Est-Creteil-Val-de-Marne (UPEC)
  摘要：We consider random variables of the form F = f(V-1,..., V-n), where f is a smooth function and Vi, i EN, are random variables with absolutely continuous law p(i) (y) dy. We assume that p(i), i = 1,..., n, are piecewise differentiable and we develop a differential calculus of Malliavin type based on a In pi. This allows us to establish an integration by parts formula E(delta i phi(F)G) = E(phi(F)H-i(F, G)), where H-i(F, G) is a random variable constructed using the differential operators acting...
• Reading policies for joins: An asymptotic analysis AI翻译
  作者：Russo, Ralph P.; Shyamalkumar, Nariankadu D.
  作者单位：University of Iowa
  摘要：Suppose that mn observations are made from the distribution R and n - m(n) from the distribution S. Associate with each pair, x from R and y from S, a nonnegative score phi(x, y). An optimal reading policy is one that yields a sequence mn that maximizes E(M(n)), the expected sum of the (n - mn)mn observed scores, uniformly in n. The alternating policy, which switches between the two sources, is the optimal nonadaptive policy. In contrast, the greedy policy, which chooses its source to maximize...