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作者：Amei, Amei; Sawyer, Stanley
作者单位：Nevada System of Higher Education (NSHE); University of Nevada Las Vegas; Washington University (WUSTL)
摘要：We derive a Poisson random field model for population site polymorphisms differences within and between two species that share a relatively recent common ancestor. The model can be either equilibrium or time inhomogeneous. We first consider a random field of Markov chains that describes the fate of a set of individual mutations. This field is approximated by a Poisson random field from which we can make inferences about the amounts of mutation and selection that have occurred in the history of...
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作者：Ichiba, Tomoyuki; Karatzas, Ioannis
作者单位：University of California System; University of California Santa Barbara
摘要：We examine the behavior of n Brownian particles diffusing on the real line with bounded, measurable drift and bounded, piecewise continuous diffusion coefficients that depend on the current configuration of particles. Sufficient conditions are established for the absence and for the presence of triple collisions among the particles. As an application to the Atlas model for equity markets, we study a special construction of such systems of diffusing particles using Brownian motions with reflect...
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作者：Atchade, Yves F.
作者单位：University of Michigan System; University of Michigan
摘要：There is a growing interest in the literature for adaptive Markov chain Monte Carlo methods based on sequences of random transition kernels {P-n} where the kernel P-n is allowed to have an invariant distribution pi(n) not necessarily equal to the distribution of interest pi (target distribution). These algorithms are designed such that as n -> infinity, P-n converges to P. a kernel that has the correct invariant distribution pi. Typically, P is a kernel with good convergence properties, but on...
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作者：Pang, Guodong; Whitt, Ward
作者单位：Columbia University
摘要：We establish continuity of the integral representation y(t) = x(t) + integral(t)(0)h(y(s)) ds, t >= 0, mapping a function x into a function y when the underlying function space D is endowed with the Skorohod M-1 topology. We apply this integral representation with the continuous mapping theorem to establish heavy-traffic stochastic-process limits for many-server queueing models when the limit process has jumps unmatched in the converging processes as can occur with bursty arrival processes or ...
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作者：Bacry, Emmanuel; Gloter, Arnaud; Hoffmann, Marc; Muzy, Jean Francois
作者单位：Institut Polytechnique de Paris; ENSTA Paris; Ecole Polytechnique; Universite Gustave-Eiffel; Universite Paris-Est-Creteil-Val-de-Marne (UPEC); Institut Polytechnique de Paris; ENSAE Paris; Centre National de la Recherche Scientifique (CNRS); CNRS - Institute for Engineering & Systems Sciences (INSIS)
摘要：Multifractal analysis of multiplicative random cascades is revisited within the framework of mixed asymptotics. In this new framework, the observed process can be modeled by a concatenation of independent binary cascades and statistics are estimated over a sample whose size increases as the resolution scale (or the sampling period) becomes finer. This allows one to continuously interpolate between the situation where one studies a single cascade sample at arbitrary fine scales and where, at fi...
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作者：Goldstein, Larry; Penrose, Mathew D.
作者单位：University of Southern California; University of Bath
摘要：We give error bounds which demonstrate optimal rates of convergence in the CLT for the total covered volume and the number of isolated shapes, for germ-grain models with fixed grain radius over a binomial point process of n points in a toroidal spatial region of volume n. The proof is based on Stein's method via size-biased couplings.
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作者：Dolinsky, Yan
作者单位：Hebrew University of Jerusalem
摘要：In this paper we consider Dynkin's games with payoffs which are functions of an underlying process. Assuming extended weak convergence of underlying processes {S-(n)}(n=0)(infinity) to a limit process S we prove convergence Dynkin's games values corresponding to {S(n)}(n=0)(infinity) to the Dynkin's game value corresponding to S. We use these results to approximate game options prices with path dependent payoffs in continuous time models by a sequence of game options prices in discrete time mo...
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作者：Jenkins, Paul A.; Song, Yun S.
作者单位：University of California System; University of California Berkeley; University of California System; University of California Berkeley
摘要：Ewens sampling formula (ESF) is a one-parameter family of probability distributions with a number of intriguing combinatorial connections. This elegant closed-form formula first arose in biology as the stationary probability distribution of a sample configuration at one locus under the infinite-alleles model of mutation. Since its discovery in the early 1970s, the ESF has been used in various biological applications, and has sparked several interesting mathematical generalizations. In the popu...
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作者：Goldman, Andre
作者单位：Centre National de la Recherche Scientifique (CNRS); CNRS - National Institute for Mathematical Sciences (INSMI); Ecole Centrale de Lyon; Institut National des Sciences Appliquees de Lyon - INSA Lyon; Universite Claude Bernard Lyon 1; Universite Jean Monnet
摘要：We prove that the Palm measure of the Ginibre process is obtained by removing a Gaussian distributed point from the process and adding the origin. We obtain also precise formulas describing the law of the typical cell of Ginibre-Voronoi tessellation. We show that near the germs of the cells a more important part of the area is captured in the Ginibre-Voronoi tessellation than in the Poisson-Voronoi tessellation. Moment areas of corresponding subdomains of the cells are explicitly evaluated.
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作者：Saksman, Eero; Vihola, Matti
作者单位：University of Helsinki; University of Jyvaskyla
摘要：This paper describes sufficient conditions to ensure the correct ergodicity of the Adaptive Metropolis (AM) algorithm of Haario, Saksman and Tamminen [Bernoulli 7 (2001) 223-242] for target distributions with a noncompact support. The conditions ensuring a strong law of large numbers require that the tails of the target density decay super-exponentially and have regular contours. The result is based on the ergodicity of an auxiliary process that is sequentially constrained to feasible adaptati...
