Given a spectrally negative Lévy process, we predict, in an
sense, the last passage time of the process below zero before an independent exponential time. This optimal prediction problem generalises [2], where the infinite-horizon problem is so…
The invariant Galton–Watson (IGW) tree measures are a one-parameter family of critical Galton–Watson measures invariant with respect to a large class of tree reduction operations. Such operations include the generalized dynamical pruning (also known …
The invariant Galton–Watson (IGW) tree measures are a one-parameter family of critical Galton–Watson measures invariant with respect to a large class of tree reduction operations. Such operations include the generalized dynamical pruning (also known …
The problem of optimally scaling the proposal distribution in a Markov chain Monte Carlo algorithm is critical to the quality of the generated samples. Much work has gone into obtaining such results for various Metropolis–Hastings (MH) algorithms. Re…
The problem of optimally scaling the proposal distribution in a Markov chain Monte Carlo algorithm is critical to the quality of the generated samples. Much work has gone into obtaining such results for various Metropolis–Hastings (MH) algorithms. Re…
We present an affine-invariant random walk for drawing uniform random samples from a convex body
that uses maximum-volume inscribed ellipsoids, known as John’s ellipsoids, for the proposal distribution. Our algorithm makes steps using uniform s…
We present an affine-invariant random walk for drawing uniform random samples from a convex body
that uses maximum-volume inscribed ellipsoids, known as John’s ellipsoids, for the proposal distribution. Our algorithm makes steps using uniform s…
Using one-dimensional branching Brownian motion in a periodic environment, we give probabilistic proofs of the asymptotics and uniqueness of pulsating traveling waves of the Fisher–Kolmogorov–Petrovskii–Piskounov (F-KPP) equation in a periodic enviro…
Using one-dimensional branching Brownian motion in a periodic environment, we give probabilistic proofs of the asymptotics and uniqueness of pulsating traveling waves of the Fisher–Kolmogorov–Petrovskii–Piskounov (F-KPP) equation in a periodic enviro…
We consider continuous space–time decay–surge population models, which are semi-stochastic processes for which deterministically declining populations, bound to fade away, are reinvigorated at random times by bursts or surges of random sizes. In a pa…