Displaying similar documents to “A branching-selection process related to censored Galton–Walton processes”

Renormalization group of and convergence to the LISDLG process

Endre Iglói (2010)

ESAIM: Probability and Statistics

Similarity:

The LISDLG process denoted by is defined in Iglói and Terdik [ (2003) 23–86] by a functional limit theorem as the limit of ISDLG processes. This paper gives a more general limit representation of . It is shown that process has its own renormalization group and that can be represented as the limit process of the renormalization operator flow applied to the elements of some set of stochastic processes. The latter set consists of IGSDLG processes which are generalizations...

Wiener integral for the coordinate process under the -finite measure unifying Brownian penalisations

Kouji Yano (2011)

ESAIM: Probability and Statistics

Similarity:

Wiener integral for the coordinate process is defined under the -finite measure unifying Brownian penalisations, which has been introduced by [Najnudel , (2007) 459–466] and [Najnudel , . Mathematical Society of Japan, Tokyo (2009)]. Its decomposition before and after last exit time from 0 is studied. This study prepares for the author's recent study [K. Yano, (2010) 3492–3516] of Cameron-Martin formula for the -finite measure. ...

Simulation and approximation of Lévy-driven stochastic differential equations

Nicolas Fournier (2012)

ESAIM: Probability and Statistics

Similarity:

We consider the approximate Euler scheme for Lévy-driven stochastic differential equations. We study the rate of convergence in law of the paths. We show that when approximating the small jumps by Gaussian variables, the convergence is much faster than when simply neglecting them. For example, when the Lévy measure of the driving process behaves like ||d near , for some (1,2), we obtain an error of order 1/√ with a computational cost of order . For a similar error when...

Undecidability of infinite post correspondence problem for instances of size 8

Jing Dong, Qinghui Liu (2012)

RAIRO - Theoretical Informatics and Applications

Similarity:

The infinite Post Correspondence Problem (PCP) was shown to be undecidable by Ruohonen (1985) in general. Blondel and Canterini [ (2003) 231–245] showed that PCP is undecidable for domain alphabets of size 105, Halava and Harju [ (2006) 551–557] showed that PCP is undecidable for domain alphabets of size 9. By designing a special coding, we delete a letter from Halava and Harju’s construction. So we prove that PCP is undecidable for domain alphabets of size...