50 years of the Applied Probability Trust, 1964–2014
نویسندگان
چکیده
منابع مشابه
Celebrating 50 Years of the Applied Probability Trust
We establish a connection between epidemic models on random networks with general infection times considered in Barbour and Reinert (2013) and first passage percolation. Using techniques developed inBhamidi, van derHofstad andHooghiemstra (2012), when each vertex has infinite contagious periods, we extend results on the epidemic curve in Barbour and Reinert (2013) from bounded degree graphs to ...
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In this paper we work in the framework of a k-dimensional vector of log-linear risks. Under weak conditions on the marginal tails and the dependence structure of a vector of positive risks, we derive the asymptotic tail behaviour of the aggregated risk and present an application concerning log-normal risks with stochastic volatility.
متن کاملCelebrating 50 Years of the Applied Probability Trust
Regular variation of distributional tails is known to be preserved by various linear transformations of some random structures. An inverse problem for regular variation aims at understanding whether the regular variation of a transformed random object is caused by regular variation of components of the original random structure. In this paper we build on previous work, and derive results in the...
متن کاملCelebrating 50 Years of the Applied Probability Trust
We introduce a new class of Monte Carlo methods, which we call exact estimation algorithms. Such algorithms provide unbiased estimators for equilibrium expectations associated with real-valued functionals defined on a Markov chain. We provide easily implemented algorithms for the class of positive Harris recurrent Markov chains, and for chains that are contracting on average. We further argue t...
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ژورنال
عنوان ژورنال: Journal of Applied Probability
سال: 2014
ISSN: 0021-9002,1475-6072
DOI: 10.1017/s0021900200021136