Probability

Authors and titles for recent submissions

[ total of 36 entries: 1-25 | 26-36 ]
[ showing 25 entries per page: fewer | more | all ]

Tue, 2 Dec 2008

[1]  arXiv:0812.0350 [ps, pdf, other]
Title: Uniform Time Average Consistency of Monte Carlo Particle Filters
Authors: Ramon van Handel
Comments: 21 pages, 1 figure
Subjects: Probability (math.PR); Statistics (math.ST)
[2]  arXiv:0812.0147 [ps, pdf, other]
Title: Complete convergence of message passing algorithms for some satisfiability problems
Authors: Uriel Feige, Elchanan Mossel, Dan Vilenchik
Comments: 1 Figure
Subjects: Probability (math.PR)
[3]  arXiv:0812.0131 [ps, pdf, other]
Title: Multiple intersection exponents
Authors: Achim Klenke, Peter Mörters
Comments: 20 pages; 9 figures
Subjects: Probability (math.PR); Mathematical Physics (math-ph)
[4]  arXiv:0812.0117 [ps, pdf, other]
Title: Bounds for the return probability of the delayed random walk on finite percolation clusters in the critical case
Authors: Florian Sobieczky
Subjects: Probability (math.PR); Combinatorics (math.CO)
[5]  arXiv:0812.0104 [ps, pdf, other]
Title: Fixation Probability for Competing Selective Sweeps
Authors: Feng Yu, Alison Etheridge, Charles Cuthbertson
Comments: 33 pages, 3 figures
Subjects: Probability (math.PR)
[6]  arXiv:0812.0089 [ps, pdf, other]
Title: Extending the Set of Quadratic Exponential Vectors
Authors: Luigi Accardi, Ameur Dhahri, Michael Skeide
Subjects: Probability (math.PR); Operator Algebras (math.OA)
[7]  arXiv:0812.0060 [pdf, other]
Title: Cutoff phenomena for random walks on random regular graphs
Authors: Eyal Lubetzky, Allan Sly
Comments: 40 pages, 5 figures
Subjects: Probability (math.PR); Combinatorics (math.CO)
[8]  arXiv:0812.0022 [ps, pdf, other]
Title: Some Examples of Dynamics for Gelfand Tsetlin Patterns
Authors: Jon Warren, Peter Windridge
Comments: 22 Pages, 1 figure
Subjects: Probability (math.PR)
[9]  arXiv:0812.0159 (cross-list from math.ST) [ps, pdf, other]
Title: Optimal sequential procedures with Bayes decision rules
Authors: Andrey Novikov
Comments: Submitted to Kybernetika (Prague)
Subjects: Statistics (math.ST); Probability (math.PR); Methodology (stat.ME)
[10]  arXiv:0812.0033 (cross-list from q-fin.TR) [ps, pdf, other]
Title: Multiplicative approximation of wealth processes involving no-short-sale strategies via simple trading
Authors: Constantinos Kardaras, Eckhard Platen
Comments: 10 pages. This is the 2nd part of what comprised the older arxiv submission "On financial markets where only buy-and-hold trading is possible" from the two authors
Subjects: Trading and Market Microstructure (q-fin.TR); Probability (math.PR)
[11]  arXiv:0811.4536 (cross-list from math.DS) [ps, pdf, other]
Title: Dynamics of postcritically bounded polynomial semigroups III: classification of semi-hyperbolic semigroups and random Julia sets which are Jordan curves but not quasicircles
Authors: Hiroki Sumi
Comments: 28 pages, 1 figure, see also this http URL
Subjects: Dynamical Systems (math.DS); Complex Variables (math.CV); Probability (math.PR)

Mon, 1 Dec 2008

[12]  arXiv:0811.4754 [pdf, other]
Title: The falling appart of the tagged fragment and the asymptotic disintegration of the Brownian height fragmentation
Authors: Gerónimo Uribe Bravo
Comments: 23 pages, 4 figures, AMSLaTeX (PDFLaTeX), accepted in Annales de l'Institut Henri Poincar\'e (B)
Subjects: Probability (math.PR)
[13]  arXiv:0811.4623 [ps, pdf, other]
Title: Recurrence and transience for long-range reversible random walks on a random point process
Authors: P. Caputo, A. Faggionato, A. Gaudilliere
Comments: 34 pages
Subjects: Probability (math.PR); Mathematical Physics (math-ph)
[14]  arXiv:0811.4601 [ps, pdf, other]
Title: Coagulation, diffusion and the continuous Smoluchowski equation
Authors: Mohammad Reza Yaghouti, Fraydoun Rezakhanlou, Alan Hammond
Comments: 42 pages
Subjects: Probability (math.PR); Analysis of PDEs (math.AP)
[15]  arXiv:0811.4507 [ps, pdf, other]
Title: The 2D Ising model near criticality: a FK percolation analysis
Authors: Raphael Cerf, Reda Messikh
Subjects: Probability (math.PR)
[16]  arXiv:0811.4485 [ps, pdf, other]
Title: Second order Poincaré inequalities and CLTs on Wiener space
Authors: Ivan Nourdin (PMA), Giovanni Peccati (MODAL'X), Gesine Reinert
Comments: 16 pages
Subjects: Probability (math.PR)
[17]  arXiv:0811.4455 [ps, pdf, other]
Title: Convergence to Weighted Fractional Brownian Sheets
Authors: Johanna Garzón
Subjects: Probability (math.PR)
[18]  arXiv:0811.4715 (cross-list from math.OC) [ps, pdf, other]
Title: Utility maximization in incomplete markets with default
Authors: Thomas Lim (PMA), Marie-Claire Quenez (PMA)
Subjects: Optimization and Control (math.OC); Probability (math.PR)
[19]  arXiv:0811.4677 (cross-list from math.ST) [ps, pdf, other]
Title: Convergence rates of posterior distributions for observations without the iid structure
Authors: Yang Xing
Subjects: Statistics (math.ST); Probability (math.PR)
[20]  arXiv:0811.4613 (cross-list from math.OC) [ps, pdf, other]
Title: Pricing financial derivatives by a minimizing method
Authors: Eduard Rotenstein
Comments: 10 pages, submitted
Subjects: Optimization and Control (math.OC); Probability (math.PR)

Thu, 27 Nov 2008

[21]  arXiv:0811.4321 [ps, pdf, other]
Title: Linear stochastic systems: a white noise approach
Authors: Daniel Alpay, David Levanony
Subjects: Probability (math.PR); Complex Variables (math.CV)
[22]  arXiv:0811.4285 [ps, pdf, other]
Title: Random walks in random Dirichlet environment are transient in dimension $d\ge 3$
Authors: Christophe Sabot (ICJ)
Subjects: Probability (math.PR)
[23]  arXiv:0811.4267 [ps, pdf, other]
Title: Asymptotic behavior of solutions to the fragmentation equation with shattering: an approach via self-similar Markov processes
Authors: Bénédicte Haas (CEREMADE)
Subjects: Probability (math.PR); Analysis of PDEs (math.AP)

Wed, 26 Nov 2008

[24]  arXiv:0811.4079 [ps, pdf, other]
Title: Brownian motion conditioned to stay in a cone
Authors: Rodolphe Garbit (LMJL)
Subjects: Probability (math.PR)
[25]  arXiv:0811.4039 [ps, pdf, other]
Title: Hedging of Defaultable Contingent Claims using BSDE with uncertain time horizon
Authors: Christophette Blanchet-Scalliet (ICJ), Anne Eyraud-Loisel (SAF - EA2429), Manuela Royer-Carenzi (LATP)
Subjects: Probability (math.PR)
[ total of 36 entries: 1-25 | 26-36 ]
[ showing 25 entries per page: fewer | more | all ]