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Works (13)
Updated: April 5th, 2024 03:27
2023 article
Asymptotics and criticality for a space-dependent branching process
Grigorescu, I., & Kang, M. (2023, September 14). STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES.
author keywords: Semigroup; Yaglom limit; branching processes; supercritical; qsd; Bak-Sneppen; Fleming-Viot; Dirichlet kernel
Source: Web Of Science
Added: October 16, 2023
2021 article
Local Convergence of an AMP Variant to the LASSO Solution in Finite Dimensions
2021 IEEE INTERNATIONAL SYMPOSIUM ON INFORMATION THEORY (ISIT), pp. 2256–2261.
TL;DR:
It is shown that whenever the AMP variant converges, it converges to the LASSO solution for arbitrary finite dimensional regression matrices and that the original AMP, which is a special case of the proposed AMP variants, is locally stable around the LassO solution.
(via Semantic Scholar)
open access via arxiv.org (repository)
Sources: Web Of Science, NC State University Libraries
Added: October 26, 2021
2015 journal article
Optimal stopping for Shepp's urn with risk aversion
Stochastics-An International Journal of Probability and Stochastic Processes, 87(4), 702–722.
Source: NC State University Libraries
Added: August 6, 2018
2014 journal article
CRITICAL SCALE FOR A CONTINUOUS AIMD MODEL
STOCHASTIC MODELS, 30(3), 319–343.
author keywords: AIMD; Criticality; Geometric ergodicity; Harris recurrence; Local Doeblin condition; TCP
UN Sustainable Development Goal Categories
11. Sustainable Cities and Communities
(Web of Science)
Source: Web Of Science
Added: August 6, 2018
2013 journal article
Fixation Time for an Evolutionary Model
STOCHASTIC MODELS, 29(3), 328–340.
author keywords: Discrete logistic equation; Evolution; Fixation time; Galton-Watson scaling limit
UN Sustainable Development Goal Categories
10. Reduced Inequalities
(OpenAlex)
Source: Web Of Science
Added: August 6, 2018
2013 journal article
Markov processes with redistribution
Markov Processes and Related Fields, 19(3), 497–520.
Source: NC State University Libraries
Added: August 6, 2018
2011 journal article
Immortal particle for a catalytic branching process
PROBABILITY THEORY AND RELATED FIELDS, 153(1-2), 333–361.
author keywords: Fleming-Viot branching; Immortal particle; Martin kernel; Doeblin condition; Jump diffusion process
Source: Web Of Science
Added: August 6, 2018
2008 journal article
Steady state and scaling limit for a traffic congestion model
ESAIM: Probability and Statistics, 14, 271–285.
author keywords: TCP; AIMD; fluid limit; mean field interaction
TL;DR:
The long time behavior, mean field limit, and the one particle case are investigated, and a scaling limit is proved when ζ i ( x ) and a are of order N –1 and t → N t , in the form of a continuum model with jump rate α ( x).
(via Semantic Scholar)
UN Sustainable Development Goal Categories
11. Sustainable Cities and Communities
(Web of Science)
Source: Crossref
Added: August 28, 2020
2007 journal article
Ergodic properties of multidimensional Brownian motion with rebirth
ELECTRONIC JOURNAL OF PROBABILITY, 12, 1299–1322.
Source: Web Of Science
Added: August 6, 2018
2006 journal article
Tagged particle limit for a Fleming-Viot type system
ELECTRONIC JOURNAL OF PROBABILITY, 11, 311–331.
author keywords: Fleming-Viot; propagation of chaos; tagged particle; absorbing Brownian motio
UN Sustainable Development Goal Categories
16. Peace, Justice and Strong Institutions
(OpenAlex)
Source: Web Of Science
Added: August 6, 2018
2004 journal article
Behavior dominated by slow particles in a disordered asymmetric exclusion process
ANNALS OF APPLIED PROBABILITY, 14(3), 1577–1602.
author keywords: asymmetric exclusion process; hydrodynamic limit; random rates
UN Sustainable Development Goal Categories
10. Reduced Inequalities
(OpenAlex)
Source: Web Of Science
Added: August 6, 2018
2004 journal article
Path collapse for multidimensional Brownian motion with rebirth
STATISTICS & PROBABILITY LETTERS, 70(3), 199–209.
author keywords: absorbing Brownian motion; harmonic measure; collapsing paths; barrier options
Source: Web Of Science
Added: August 6, 2018
2003 journal article
Hydrodynamic limit for a Fleming-Viot type system
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 110(1), 111–143.
author keywords: Fleming-Viot; hydrodynamic limit; catalytic branching; absorbing Brownian motion
UN Sustainable Development Goal Categories
16. Peace, Justice and Strong Institutions
(OpenAlex)
Source: Web Of Science
Added: August 6, 2018
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