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pro vyhledávání: '"David Aldous"'
Autor:
David Aldous, Brett Kolesnik
Publikováno v:
Stochastic Processes and their Applications. 150:844-852
On being told that a piece of work he thought was his discovery had duplicated an earlier mathematician’s work, Larry Shepp once replied “Yes, but when I discovered it, it stayed discovered.” In this spirit we give discussion and probabilistic
Autor:
David Aldous
Publikováno v:
Stoch. Syst. 7, no. 1 (2017), 197-236
Envisaging a physical queue of humans, we model a long queue by a continuous-space model in which, when a customer moves forward, they stop a random distance behind the previous customer, but do not move at all if their distance behind the previous c
Publikováno v:
Journal of Mathematical Biology. 56:525-557
Simple stochastic models for phylogenetic trees on species have been well studied. But much paleontology data concerns time series or trees on higher-order taxa, and any broad picture of relationships between extant groups requires use of higher-orde
Autor:
Mark Brown, David Aldous
Publikováno v:
Stochastic Processes and their Applications. 44(1):15-25
A previous paper discussed explicit bounds in the exponential approximation for the distribution of the waiting time until a stationary reversible Markov chain first enters a ‘rare’ subset of states. In this paper Stein's method is used to get ex
Autor:
David Aldous
Publikováno v:
Stochastic Processes and their Applications, vol 38, iss 2
Aldous, DJ. (1991). Meeting times for independent Markov chains. Stochastic Processes and their Applications, 38(2), 185-193. doi: 10.1016/0304-4149(91)90090-Y. UC Berkeley: Retrieved from: http://www.escholarship.org/uc/item/6cp6s1hc
Aldous, DJ. (1991). Meeting times for independent Markov chains. Stochastic Processes and their Applications, 38(2), 185-193. doi: 10.1016/0304-4149(91)90090-Y. UC Berkeley: Retrieved from: http://www.escholarship.org/uc/item/6cp6s1hc
Start two independent copies of a reversible Markov chain from arbitrary initial states. Then the expected time until they meet is bounded by a constant times the maximum first hitting time for the single chain. This and a sharper result are proved,
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c198058b3c44ecb1f8689cc0a917060d
https://escholarship.org/uc/item/6cp6s1hc
https://escholarship.org/uc/item/6cp6s1hc
Autor:
David Aldous
Publikováno v:
Stochastic Processes and their Applications. 13(3):305-310
If a Markov chain converges rapidly to stationarity, then the time until the first hit on a rarely-visited set of states is approximately exponentially distributed; moreover an explicit bound for the error in this approximation can be given. This com
Autor:
David Aldous
Publikováno v:
Aldous, D. (1986). Some interesting processes arising as heavy traffic limits in an M/M/∞ storage process. Stochastic Processes and their Applications, 22(2), 291-313. doi: 10.1016/0304-4149(86)90007-4. UC Berkeley: Retrieved from: http://www.escholarship.org/uc/item/8m27t6b9
Stochastic Processes and their Applications, vol 22, iss 2
Stochastic Processes and their Applications, vol 22, iss 2
Recent works by Newell [13] and Coffman. [2] have studied a queuing or storage model which is most easily visualized as the process of parkins cars in a parking lot where customers park as close as they can to some fixed point. This paper describes s
Publikováno v:
Scopus-Elsevier
Consider the class of discrete time, general state space Markov chains which satisfy a “uniform ergodicity under sampling” condition. There are many ways to quantify the notion of “mixing time”, i.e., time to approach stationarity from a wors
Autor:
David Aldous
Publikováno v:
Stochastic Processes and their Applications. 26:207-208
Publikováno v:
Technometrics. 23:307
(1981). The Central Limit Theorem for Real and Banach Valued Random Variables. Technometrics: Vol. 23, No. 3, pp. 307-307.