Derrida's generalized random energy models 2 : models with continuous hierarchies
Anton Bovier, Irina Kurkova (2004)
Annales de l'I.H.P. Probabilités et statistiques
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Displaying similar documents to “From binomial expectations to the Black-Scholes formula: the main ideas”
Derrida's generalized random energy models 2 : models with continuous hierarchies
On maximum increase and decrease of brownian motion
Paavo Salminen, Pierre Vallois (2007)
Annales de l'I.H.P. Probabilités et statistiques
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A limit theorem for empirical distribution functions
M. Fisz (1958)
Studia Mathematica
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On absorption probabilities for a random walk between two different barriers
Ahmed El-Shehawy (1992)
Annales de la Faculté des sciences de Toulouse : Mathématiques
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Homogenization of a singular random one-dimensional PDE
Bogdan Iftimie, Étienne Pardoux, Andrey Piatnitski (2008)
Annales de l'I.H.P. Probabilités et statistiques
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This paper deals with the homogenization problem for a one-dimensional parabolic PDE with random stationary mixing coefficients in the presence of a large zero order term. We show that under a proper choice of the scaling factor for the said zero order terms, the family of solutions of the studied problem converges in law, and describe the limit process. It should be noted that the limit dynamics remain random.
On the Maximum of a Branching Process Conditioned on the Total Progeny
Kerbashev, Tzvetozar (1999)
Serdica Mathematical Journal
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The maximum M of a critical Bienaymé-Galton-Watson process conditioned on the total progeny N is studied. Imbedding of the process in a random walk is used. A limit theorem for the distribution of M as N → ∞ is proved. The result is trasferred to the non-critical processes. A corollary for the maximal strata of a random rooted labeled tree is obtained.