XI Symposium on Probability and Stochastic Processes: Cimat, Mexico, November 18-22, 2013

ISBN-13: 9783319357584 / Angielski / Miękka / 2016 / 279 str.

Ramses H. Mena; Juan Carlos Pardo; Victor Rivero

Opis

This volume features a collection of contributed articles and lecture notes from the XI Symposium on Probability and Stochastic Processes, held at CIMAT Mexico in September 2013.

Spis treści

Preface.- Partition functions of discrete coalescents: from Cayley’s formula to Frieze ζ(3) limit theorem. -Asymptotic spectral distributions of distance-k graphs of star product graphs.- Stochastic differential equations driven by loops.- Genealogy of a Wright-Fisher model with strong seed bank component.- Shifting processes with cyclically exchangeable increments at random.- Asymptotic Behaviour of Poisson-Dirichlet Distribution and Random Energy Model.- Stability estimation of transition Markov decision processes.- Solution of the HJB equations involved in utility-based pricing.- The backbone decomposition for superprocesses with non-local branching.- On Lévy semi-stationary processes with a gamma kernel.- Ambit fields: survey and new challenges.- Stochastic integral and covariation representations for rectangular Lévy process ensembles.

Blurb

This volume features lecture notes and a collection of contributed articles from the XI Symposium on Probability and Stochastic Processes, held at CIMAT Mexico in September 2013. Since the symposium was part of the activities organized in Mexico to celebrate the International Year of Statistics, the program included topics from the interface between statistics and stochastic processes.

The book starts with notes from the mini-course given by Louigi Addario-Berry with an accessible description of some features of the multiplicative coalescent and its connection with random graphs and minimum spanning trees. It includes a number of exercises and a section on unanswered questions. Further contributions provide the reader with a broad perspective on the state-of-the art of active areas of research.

Contributions by:

Louigi Addario-Berry
Octavio Arizmendi
Fabrice Baudoin
Jochen Blath
Loïc Chaumont
J. Armando Domínguez-Molina
Bjarki Eldon
Shui Feng
Tulio Gaxiola
Adrián González Casanova
Evgueni Gordienko
Daniel Hernández-Hernández
Noemi Kurt
Jaime Martinez
A. Murillo-Salas
Jan Pedersen
J.L. Pérez
Mark Podolskij
Alfonso Rocha-Arteaga
J. Ruiz de Chavez
Orimar Sauri
Shuenn-Jyi Sheu
Gerónimo Uribe Bravo
Youzhou Zhou