Zobrazeno 1 - 10
of 56
pro vyhledávání: '"Bhattacharya, Ayan"'
We study a branching random walk with independent and identically distributed, heavy tailed displacements. The offspring law is supercritical and satisfies the Kesten-Stigum condition. We treat the case when the law of the displacements does not lie
Externí odkaz:
http://arxiv.org/abs/2404.17953
Autor:
Bhattacharya, Ayan
This paper builds a model of interactive belief hierarchies to derive the conditions under which judging an arbitrage opportunity requires Bayesian market participants to exercise their higher-order beliefs. As a Bayesian, an agent must carry a compl
Externí odkaz:
http://arxiv.org/abs/2211.03244
In this article, we consider a Branching Random Walk on the real line. The genealogical structure is assumed to be given through a supercritical branching process in the i.i.d. environment and satisfies the Kesten-Stigum condition. The displacements
Externí odkaz:
http://arxiv.org/abs/2101.05369
We prove the consistency of the Power-Law Fit PLFit method proposed by Clauset et al.(2009) to estimate the power-law exponent in data coming from a distribution function with regularly-varying tail. In the complex systems community, PLFit has emerge
Externí odkaz:
http://arxiv.org/abs/2002.06870
Slower variation of the generation sizes induced by heavy-tailed environment for geometric branching
Publikováno v:
Statistics and Probability Letters (2019)
Motivated by seminal paper of Kozlov et al.(1975) we consider in this paper a branching process with a geometric offspring distribution parametrized by random success probability $A$ and immigration equals $1$ in each generation. In contrast to above
Externí odkaz:
http://arxiv.org/abs/1906.10498
We consider the sample average of a centered random walk in $\mathbb{R}^d$ with regularly varying step size distribution. For the first exit time from a compact convex set $A$ not containing the origin, we show that its tail is of lognormal type. Mor
Externí odkaz:
http://arxiv.org/abs/1902.09922
Autor:
Bhattacharya, Ayan
In this article, we consider a branching random walk on the real-line where displacements coming from the same parent have jointly regularly varying tails. The genealogical structure is assumed to be a supercritical Galton-Watson tree, satisfying Kes
Externí odkaz:
http://arxiv.org/abs/1802.05938
Autor:
Bhattacharya, Ayan
Randomly scaled scale-decorated Poisson point process is introduced recently in Bhattacharya et al. [2017] where it appeared as weak limit of a sequence of point processes in the context of branching random walk. In this article, we obtain a characte
Externí odkaz:
http://arxiv.org/abs/1802.04842
Publikováno v:
In Materials Today: Proceedings 2022 50 Part 2:146-149
Publikováno v:
Advances in Applied Probability Vol 51 No 2, 514-540, 2019
We consider a branching random walk on a multi($Q$)-type, supercritical Galton-Watson tree which satisfies Kesten-Stigum condition. We assume that the displacements associated with the particles of type $Q$ have regularly varying tails of index $\alp
Externí odkaz:
http://arxiv.org/abs/1612.00692