Zobrazeno 1 - 10
of 54
pro vyhledávání: '"Erol A. Peköz"'
Autor:
Erol A. Peköz, Sheldon M. Ross
Publikováno v:
Advances in Applied Probability. 54:656-659
For the gambler’s ruin problem with two players starting with the same amount of money, we show the playing time is stochastically maximized when the games are fair.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::95353eaaebd9b18ba1c55097610d2bf3
https://doi.org/10.1017/apr.2021.46
https://doi.org/10.1017/apr.2021.46
Publikováno v:
Probability in the Engineering and Informational Sciences. 36:264-275
There is a set of n bandits and at every stage, two of the bandits are chosen to play a game, with the result of a game being learned. In the “weak regret problem,” we suppose there is a “best” bandit that wins each game it plays with probabi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::62597597da193bba58cf159d9c5dc848
https://doi.org/10.1017/s0269964820000601
https://doi.org/10.1017/s0269964820000601
Publikováno v:
Probability in the Engineering and Informational Sciences. 35:858-866
Many cryptocurrencies including Bitcoin are susceptible to a so-called double-spend attack, where someone dishonestly attempts to reverse a recently confirmed transaction. The duration and likelihood of success of such an attack depends on the recenc
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::fcb805f6e28ff7fbd19da84269b160de
https://doi.org/10.1017/s0269964820000212
https://doi.org/10.1017/s0269964820000212
Autor:
Sheldon M. Ross, Nozer D. Singpurwalla, Vitali Volovoi, Mark Brown, Erol A. Peköz, William Q. Meeker
Publikováno v:
Applied Stochastic Models in Business and Industry. 35:260-269
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1131481208bd183def95ea0991636880
https://doi.org/10.1002/asmb.2442
https://doi.org/10.1002/asmb.2442
A classical result for the simple symmetric random walk with 2nsteps is that the number of steps above the origin, the time of the last visit to the origin, and the time of the maximum height all have exactly the same distribution and converge when s
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e3a9b12c9a84ab933c5b93f7f40b9751
Publikováno v:
SSRN Electronic Journal.
Many hospitals in the US were forced to preemptively cancel elective surgeries in March, 2020 to prepare for a surge in hospitalizations of COVID-19 patients. The resulting lost revenue, patient suffering and the probability that similar pandemics co
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2c9546eb1a53875a96764eeec2f84204
https://doi.org/10.2139/ssrn.3585532
https://doi.org/10.2139/ssrn.3585532
Publikováno v:
Advances in Applied Probability. 49:368-387
We study the joint degree counts in proportional attachment random graphs and find a simple representation for the limit distribution in infinite sequence space. We show weak convergence with respect to the p-norm topology for appropriate p and also
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ed5e6696d2a41063afcc6adb9ed5fd8a
https://doi.org/10.1017/apr.2017.5
https://doi.org/10.1017/apr.2017.5
Publikováno v:
Bernoulli 25, no. 1 (2019), 189-220
We study the number of white balls in a classical Polya urn model with the additional feature that, at random times, a black ball is added to the urn. The number of draws between these random times are i.i.d. and, under certain moment conditions on t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::64f9f1408e36b8bd8434487adf08e902
https://projecteuclid.org/euclid.bj/1544605244
https://projecteuclid.org/euclid.bj/1544605244
Publikováno v:
Bernoulli 25, no. 1 (2019), 89-111
Bernoulli, 25 (1
Bernoulli, 25 (1
Hall et al. [Phys. Rev. X 4 (2014) 041013] recently proposed that quantum theory can be understood as the continuum limit of a deterministic theory in which there is a large, but finite, number of classical “worlds.” A resulting Gaussian limit th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d7ee38951a0b39acdef4868719e8d2ae
https://projecteuclid.org/euclid.bj/1544605240
https://projecteuclid.org/euclid.bj/1544605240
Publikováno v:
Electron. J. Probab.
We study occupancy counts for the critical nearest-neighbor branching random walk on the $d$-dimensional lattice, conditioned on non-extinction. For $d\geq 3$, Lalley and Zheng (2011) showed that the properly scaled joint distribution of the number o
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::990cdc8bbafc7ade9c82436b92c0b035