Lower deviation probabilities for supercritical Galton–Watson processes
Macroscopic non-uniqueness and transversal fluctuation in optimal random sequence alignment
We investigate the optimal alignment of two independent random sequences of length n. We provide a polynomial lower bound for the probability of the optimal alignment to be macroscopically non-unique. We furthermore establish a connection between the transversal fluctuation and macroscopic non-uniqueness.
Malliavin calculus for stable processes on homogeneous groups
Let be a symmetric semigroup of stable measures on a homogeneous group, with smooth Lévy measure. Applying Malliavin calculus for jump processes we prove that the measures have smooth densities.
Marche aléatoire sur le semi-groupe des contractions de . Cas de la marche aléatoire sur avec choc élastique en zéro
Marche aléatoire sur le semi-groupe des contractions de . Cas de la marche aléatoire sur avec choc élastique en zéro
Marches aléatoires, mouvement brownien et processus de branchement
Marches au hasard sur les demi-groupes discrets, III
Marches de Harris sur les groupes localement compacts. II
Marches de Markov sur le semi-groupe des contractions de . Cas de la marche aléatoire à pas markoviens sur avec chocs élastiques sur les axes
Marches récurrentes au sens de Harris sur les groupes localement compacts. I
Marked continuous-time Markov chain modelling of burst behaviour for single ion channels.
Marked excursions and random trees
Market completion using options
Mathematical models for financial asset prices which include, for example, stochastic volatility or jumps are incomplete in that derivative securities are generally not replicable by trading in the underlying. In earlier work [Proc. R. Soc. London, 2004], the first author provided a geometric condition under which trading in the underlying and a finite number of vanilla options completes the market. We complement this result in several ways. First, we show that the geometric condition is not necessary...
Marking (1, 2) points of the brownian web and applications
The brownian web (BW), which developed from the work of Arratia and then Tóth and Werner, is a random collection of paths (with specified starting points) in one plus one dimensional space–time that arises as the scaling limit of the discrete web (DW) of coalescing simple random walks. Two recently introduced extensions of the BW, the brownian net (BN) constructed by Sun and Swart, and the dynamical brownian web (DyBW) proposed by Howitt and Warren, are (or should be) scaling limits of corresponding...
Markoff-Ketten bei sich füllenden Löchern im Zustandsraum
Given a substochastic kernel from a measurable space into itself one considers for a pair of finite measures on the following sequences:
Markov bases of conditional independence models for permutations
The L-decomposable and the bi-decomposable models are two families of distributions on the set of all permutations of the first positive integers. Both of these models are characterized by collections of conditional independence relations. We first compute a Markov basis for the L-decomposable model, then give partial results about the Markov basis of the bi-decomposable model. Using these Markov bases, we show that not all bi-decomposable distributions can be approximated arbitrarily well by...
Markov chain approximations to symmetric diffusions
Markov chain comparison.
Markov chain intersections and the loop-erased walk
Markov chain small-world model with asymmetric transition probabilities.