School of Mathematics and Statistics

Advances in Applied Probability

Advances in Applied Probability

Random intersection graphs with communities

Random intersection graphs model networks with communities, assuming an underlying bipartite structure of communities and individuals, where these communities may overlap. We generalize the model, allowing for arbitrary community structures within th…

By van der Hofstad, Remco, 4 years ago
Advances in Applied Probability

Asymptotic behavior of projections of supercritical multi-type continuous-state and continuous-time branching processes with immigration

Under a fourth-order moment condition on the branching and a second-order moment condition on the immigration mechanisms, we show that an appropriately scaled projection of a supercritical and irreducible continuous-state and continuous-time branchin…

By Barczy, Mátyás, 4 years ago
Advances in Applied Probability

Approximations of geometrically ergodic reversible markov chains

A common tool in the practice of Markov chain Monte Carlo (MCMC) is to use approximating transition kernels to speed up computation when the desired kernel is slow to evaluate or is intractable. A limited set of quantitative tools exists to assess th…

By Negrea, Jeffrey, 4 years ago
Advances in Applied Probability

A stochastic matching model on hypergraphs

Motivated by applications to a wide range of areas, including assemble-to-order systems, operations scheduling, healthcare systems, and the collaborative economy, we study a stochastic matching model on hypergraphs, extending the model of Mairesse an…

By Rahme, Youssef, 4 years ago
Advances in Applied Probability

Exact simulation of coupled Wright–Fisher diffusions

In this paper an exact rejection algorithm for simulating paths of the coupled Wright–Fisher diffusion is introduced. The coupled Wright–Fisher diffusion is a family of multivariate Wright–Fisher diffusions that have drifts depending on each other th…

By García-Pareja, Celia, 4 years ago

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