Zobrazeno 1 - 10
of 32
pro vyhledávání: '"Ipsen, Yuguang"'
We develop a model based on a generalised Poisson-Dirichlet distribution for the analysis of genetic diversity, and illustrate its use on microsatellite data for the genus Dasyurus (the quoll, a marsupial carnivore listed as near-threatened in Austra
Externí odkaz:
http://arxiv.org/abs/1904.13046
We analyse a trimmed stochastic process of the form ${}^{(r)}X_t= X_t - \sum_{i=1}^r \Delta_t^{(i)}$, where $(X_t)_{t \geq 0}$ is a driftless subordinator on $\mathbb{R}$ with its jumps on $[0,t]$ ordered as $ \Delta_t^{(1)}\ge \Delta_t^{(2)} \cdots$
Externí odkaz:
http://arxiv.org/abs/1802.09814
Autor:
Ipsen, Yuguang Fan, Maller, Ross A.
The Poisson-Kingman distributions, $\mathrm{PK}(\rho)$, on the infinite simplex, can be constructed from a Poisson point process having intensity density $\rho$ or by taking the ranked jumps up till a specified time of a subordinator with L\'evy dens
Externí odkaz:
http://arxiv.org/abs/1802.02655
We derive characteristic function identities for conditional distributions of an r-trimmed Levy process given its r largest jumps up to a designated time t. Assuming the underlying Levy process is in the domain of attraction of a stable process as t
Externí odkaz:
http://arxiv.org/abs/1708.08344
We study limiting properties of ratios of ordered points of point processes whose intensity measures have regularly varying tails, giving a systematic treatment which points the way to "large-trimming" properties of extremal processes and a variety o
Externí odkaz:
http://arxiv.org/abs/1707.09653
Autor:
Ipsen, Yuguang F., Maller, Ross A.
When $S=(S_t)_{t\ge 0}$ is an $\alpha$-stable subordinator, the sequence of ordered jumps of $S$, up till time $1$, omitting the $r$ largest of them, and taken as proportions of their sum $^{(r)}S_t$, defines a 2-parameter distribution on the infinit
Externí odkaz:
http://arxiv.org/abs/1611.09980
Two different ways of trimming the sample path of a stochastic process in D[0, 1]: global ("trim as you go") trimming and record time ("lookback") trimming are analysed to find conditions for the corresponding operators to be continuous with respect
Externí odkaz:
http://arxiv.org/abs/1609.07206
Publikováno v:
In Stochastic Processes and their Applications November 2020 130(11):6880-6900
Publikováno v:
In Stochastic Processes and their Applications April 2020 130(4):2228-2249
Publikováno v:
In Stochastic Processes and their Applications January 2019 129(1):205-222