Zobrazeno 1 - 5
of 5
pro vyhledávání: '"Jie Yen Fan"'
Publikováno v:
Mathematics and Computers in Simulation. 211:263-277
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::807b6e61dca2d50beeee651305e2572b
https://doi.org/10.1016/j.matcom.2023.03.030
https://doi.org/10.1016/j.matcom.2023.03.030
Publikováno v:
Advances in Applied Probability. 52:1127-1163
A general multi-type population model is considered, where individuals live and reproduce according to their age and type, but also under the influence of the size and composition of the entire population. We describe the dynamics of the population a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f1317562190cfac2ae457b5b67af8baa
https://doi.org/10.1017/apr.2020.35
https://doi.org/10.1017/apr.2020.35
Publikováno v:
Bernoulli 26, no. 2 (2020), 893-926
We consider a family of general branching processes with reproduction parameters depending on the age of the individual as well as the population age structure and a parameter $K$, which may represent the carrying capacity. These processes are Markov
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9c2d43ee0465faed3d7798a78ef56698
Publikováno v:
Stochastic Processes and their Applications. 122(10):3506-3512
Let h n be the (probabilists’) Hermite polynomial of degree n . Let H n ( z , a ) = a n / 2 h n ( z / a ) and H n ( z , 0 ) = z n . It is well-known that H n ( B t , t ) is a martingale for every n . In this paper, we show that for n ≥ 3 , H n (
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::743a687f346f209764cbe669985be396
Publikováno v:
Bernoulli 21, no. 3 (2015), 1341-1360
We construct a family of self-similar Markov martingales with given marginal distributions. This construction uses the self-similarity and Markov property of a reference process to produce a family of Markov processes that possess the same marginal d
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::facd39826d166e247507093e6673a3f9
https://doi.org/10.3150/13-bej588
https://doi.org/10.3150/13-bej588