yusuke1997/dblp-id-title huggingface dataset:
Duality Between the Two-Locus Wright-Fisher Diffusion Model and the Ancestral Process with Recombination
Renewal theory for iterated perturbed random walks on a general branching process tree: intermediate generations
Necessity of weak subordination for some strongly subordinated Lévy processes
On Generalized Pólya Urn Models
Finite-Dimensional Distributions of a Square-Root Diffusion
Martingale decomposition of an L2 space with nonlinear stochastic integrals
Estimating the large mutation parameter of the Ewens sampling formula
Boolean percolation on digraphs and random exchange processes
Nonuniversality of weighted random graphs with infinite variance degree
Asymptotics for randomly reinforced urns with random barriers
On the strong stability of ergodic iterations
Multitype branching process with non-homogeneous Poisson and contagious Poisson immigration
Invariant Bipartite Random Graphs on R d
Domains of attraction for positive and discrete tempered stable distributions
Large-deviation results for triangular arrays of semiexponential random variables
On the dense preferential attachment graph models and their graphon induced counterpart
A decomposition for Lévy processes inspected at Poisson moments
Limit theorems of occupation times of normalized binary contact path processes on lattices
Bounds for the chi-square approximation of the power divergence family of statistics
Perturbation analysis for continuous-time Markov chains in a weak sense
Approximation of Passage Times of γ-Reflected Processes with FBM Input
On the study of the running maximum and minimum level of level-dependent quasi-birth-death processes and related models
Sojourn functionals for spatiotemporal Gaussian random fields with long memory
Emergent Structures in Large Networks
Automated State-Dependent Importance Sampling for Markov Jump Processes via Sampling from the Zero-Variance Distribution
Mixing time bounds for edge flipping on regular graphs
A Fourier Approach for the Level Crossings of Shot Noise Processes with Jumps
The strong giant in a random digraph
Optimal redundancy allocation in coherent systems with heterogeneous dependent components
On Stochastic Predictions of Failure Processes Under Population Heterogeneity
On affine multicolor urns grown under multiple drawing
Λ-coalescents: a survey
Branching processes in a random environment with immigration stopped at zero
From trees to graphs: collapsing continuous-time branching processes
Rates for the SLLN for long-memory and heavy-tailed processes
Improved availability bounds for binary and multistate monotone systems with independent component processes
Scaling limits of branching random walks and branching-stable processes
Random population dynamics under catastrophic events
Ruin probabilities in a Markovian shot-noise environment
Limit theorems for a supercritical Poisson random indexed branching process
Predecessors and Successors in Random Mappings with Exchangeable In-Degrees
Weighted maxima and sums of non-stationary random-length sequences in heavy-tailed models
Random Walks Reaching Against all Odds the other Side of the Quarter Plane
Coherent distributions on the square-extreme points and asymptotics
Sequential stochastic assignment problem with time-dependent random success rates
Stochastic Orderings and Ageing Properties of Residual Life Lengths of Live Components in ( n - k +1)-Out-Of- n Systems
On Foster-Lyapunov criteria for exponential ergodicity of regime-switching jump diffusion processes with countable regimes
Large deviations of means of heavy-tailed random variables with finite moments of all orders
On unimodality of the lifetime distribution of coherent systems with failure-dependent component lifetimes
The Coalescent in Peripatric Metapopulations
A note related to the CS decomposition and the BK inequality for discrete determinantal processes
Distribution of Minimal Path Lengths when Edge Lengths are Independent Heterogeneous Exponential Random Variables
The extended hypergeometric class of Lévy processes
The hit-and-run version of top-to-random
Sensor allocation problems on the real line
Distribution of the smallest visited point in a greedy walk on the line
Central limit theorem for the Horton-Strahler bifurcation ratio of general branch order
A note on the polynomial ergodicity of the one-dimensional Zig-Zag process
Asymptotic behaviour of multivariate default probabilities and default correlations under stress
Sticky Continuous Processes have Consistent Price Systems
Persistence probability of a random polynomial arising from evolutionary game theory
On penalized goal-reaching probability minimization under borrowing and short-selling constraints
Optimal stopping methodology for the secretary problem with random queries
From coin tossing to rock-paper-scissors and beyond: a log-exp gap theorem for selecting a leader
On generalized max-linear models and their statistical interpolation
An ergodic theorem for the weighted ensemble method
Multivariate regularly varying insurance and financial risks in multidimensional risk models
On negative association of some finite point processes on general state spaces
Random walks in a queueing network environment
Moderate deviations for weight-dependent random connection models
Estimating tails of independently stopped random walks using concave approximations of hazard functions
Logarithmic heavy traffic error bounds in generalized switch and load balancing systems
Longest paths in random Apollonian networks and largest r-ary subtrees of random d-ary recursive trees
On a class of reflected AR(1) processes
Stochastic properties of generalized finite mixture models with dependent components
New Results for the Two-Stage Contact Process
Stopping problems with an unknown state
On a class of random walks in simplexes
Portfolio management under drawdown constraint in discrete-time financial markets
Skeletal stochastic differential equations for superprocesses
A note on the Screaming Toes game
On moments of downward passage times for spectrally negative Lévy processes
Short-time behavior of solutions to Lévy-driven stochastic differential equations
Disorder detection with costly observations
Equivalent representations of max-stable processes via ℓp-norms
On Stationary Distributions of Stochastic Neural Networks
Backward Coalescence Times for Perfect Simulation of Chains with Infinite Memory
Functional Relationships Between Price and Volatility Jumps and Their Consequences for Discretely Observed Data
Phase-Type Distributions and Optimal Stopping for Autoregressive Processes
Connections of Gini, Fisher, and Shannon by Bayes risk under proportional hazards
On branching models with alarm triggerings
Exact moderate and large deviations for linear random fields
Stochastic gradient descent for barycenters in Wasserstein space
Discrete, Continuous and Conditional Multiple Window Scan Statistics
One-component regular variation and graphical modeling of extremes
Extinction time of the logistic process
A Wavelet-Based Almost-Sure Uniform Approximation of Fractional Brownian Motion with a Parallel Algorithm
Inequalities for variances of order statistics originating from urn models
Nonstandard regular variation of in-degree and out-degree in the preferential attachment model
Asymptotic hitting probabilities for the Bolthausen-Sznitman coalescent
Optimal investment with intermediate consumption under no unbounded profit with bounded risk
Stochastic Comparisons of Residual Lifetimes and Inactivity Times of Coherent Systems
Super-replication of life-contingent options under the Black-Scholes framework
Uniformly efficient simulation for extremes of Gaussian random fields
The Bruss-Robertson-Steele inequality
On Largest Offspring in a Critical Branching Process with Finite Variance
Reversible Markov structures on divisible set partitions
A growth-fragmentation model connected to the ricocheted stable process
Continuous-Time Skewed Multifractal Processes as a Model for Financial Returns
Reciprocal properties of random fields on undirected graphs
Asymptotic Ruin Probabilities for a Bivariate Lévy-Driven Risk Model with Heavy-Tailed Claims and Risky Investments
Existence and Uniqueness of a Quasistationary Distribution for Markov Processes with Fast Return from Infinity
Limit Theorems for a Generalized Feller Game
Coupling any number of balls in the infinite-bin model
Ergodic Inequality of a Two-Parameter Infinitely-Many-Alleles Diffusion Model
Tollbooth tandem queues with infinite homogeneous servers
The speed of a biased walk on a Galton-Watson tree without leaves is monotonic for low values of bias
A unified stability theory for classical and monotone Markov chains
Asymptotic Analysis of Hoppe Trees
Sharp rates of convergence in the Hausdorff metric for some compactly supported stationary sequences
Joint Distributions of Counts of Strings in Finite Bernoulli Sequences
On the optimal stopping problems with monotone thresholds
Ergodic properties of the Hawkes process with a general excitation kernel
A large-deviation principle for birth-death processes with a linear rate of downward jumps
Renewal approximation for the absorption time of a decreasing Markov chain
The real-time growth rate of stochastic epidemics on random intersection graphs
Bounding the difference between the values of robust and non-robust Markov decision problems
Asymptotics of the overflow in urn models
On ε-Optimality of the Pursuit Learning Algorithm
Giant descendant trees, matchings, and independent sets in age-biased attachment graphs
Relative entropy bounds for sampling with and without replacement
Small-Time smile for the multifactor volatility heston model
The Ancestral Process of Long-Range Seed Bank Models
The unified extropy and its versions in classical and Dempster-Shafer theories
Markov Chain Monte Carlo for Computing Rare-Event Probabilities for a Heavy-Tailed Random Walk
Large-deviation asymptotics of condition numbers of random matrices
Queues with path-dependent arrival processes
Compare the ratio of symmetric polynomials of odds to one and stop
Berry-Esseen Bounds and the Law of the Iterated Logarithm for Estimators of Parameters in an Ornstein-Uhlenbeck Process with Linear Drift
Sensitivity of mean-field fluctuations in Erlang loss models with randomized routing
On degenerate sums of m -dependent variables
On a Class of Distributions Stable Under Random Summation
The N-star network evolution model
Boundary crossing problems and functional transformations for Ornstein-Uhlenbeck processes
Limit laws on extremes of nonhomogeneous Gaussian random fields
Characterization of random variables with stationary digits
Central limit theorems for a hypergeometric randomly reinforced urn
On sequences of expected maxima and expected ranges
Heavy Tails in Queueing Systems: Impact of Parallelism on Tail Performance
First Passage Time of Skew Brownian Motion
Multivariate finite-support phase-type distributions
Characteristics of the switch process and geometric divisibility
Characterization and simplification of optimal strategies in positive stochastic games
Stochastic ordering for birth-death processes with killing
On large-deviation probabilities for the empirical distribution of branching random walks with heavy tails
Weakening the independence assumption on polar components: limit theorems for generalized elliptical distributions
On mixed fractional stochastic differential equations with discontinuous drift coefficient
On perpetuities with gamma-like tails
Null recurrence and transience of random difference equations in the contractive case
Conditional tail independence in Archimedean copula models
A Binomial Splitting Process in Connection with Corner Parking Problems
Phase transition in random distance graphs on the torus
Hazard rate ordering of the largest order statistics from geometric random variables
Risk Measures and Multivariate Extensions of Breiman's Theorem
General inverse problems for regular variation
On local weak limit and subgraph counts for sparse random graphs
Strong convergence of peaks over a threshold
On some threshold-one attractive interacting particle systems on homogeneous trees
Routeing on trees
Compound geometric approximation under a failure rate constraint
Mutually interacting superprocesses with migration
Dispersive orderings induced by differences of inter risk measures
Efficiency of reversible MCMC methods: elementary derivations and applications to composite methods
State-Dependent Fractional Point Processes
The naming game in language dynamics revisited
Long edges in Galton-Watson trees
Improved Chen-Stein bounds on the probability of a union
A renewal theory approach to two-state switching problems with infinite values
On the Parisian ruin of the dual Lévy risk model
On the Asymptotic Behaviour of Extremes and Near Maxima of Random Observations from the General Error Distributions
Relaxation of monotone coupling conditions: Poisson approximation and beyond
Discounted Continuous-Time Controlled Markov Chains: Convergence of Control Models
Central limit theorem for mean and variogram estimators in Lévy-based models
The Maximum of a Symmetric Next Neighbor Walk on the Nonnegative Integers
On the extension of signature-based representations for coherent systems with dependent non-exchangeable components
Phase transition for the generalized two-community stochastic block model
Functional laws for trimmed Lévy processes
Aspects of prediction
Optimal convergence rates of MCMC integration for functions with unbounded second moment
Existence of Gibbs point processes with stable infinite range interaction
A conjecture on the Feldman bandit problem
A Galton-Watson process with a threshold
Anisotropic scaling of the random grain model with application to network traffic
Acquaintance Vaccination in an Epidemic on a Random Graph with Specified Degree Distribution
On martingale tail sums in affine two-color urn models with multiple drawings
Sojourn Time Estimation in an M/G/∞ Queue with Partial Information
Generalized Telegraph Process with Random Delays
Bounds for expected supremum of fractional Brownian motion with drift
Dynamic Reliability Modeling of Three-State Networks
Stationary analysis of an ( R, Q ) inventory model with normal and emergency orders
Randomisation and recursion methods for mixed-exponential Lévy models, with financial applications
Approximate lumpability for Markovian agent-based models using local symmetries
Explicit results on conditional distributions of generalized exponential mixtures
On the continuity of Pickands constants
On a time-changed variant of the generalized counting process
Extrema of multi-dimensional Gaussian processes over random intervals
Spectral Theory for Weakly Reversible Markov Chains
Advances in Complete Mixability
Minimal Clade Size in the Bolthausen-Sznitman Coalescent
Convergence rates for estimators of geodesic distances and Frèchet expectations
From Hermite Polynomials to Multifractional Processes
Trees grown under young-age preferential attachment
A Central Limit Theorem for a Discrete-Time SIS Model with Individual Variation
Estimating the large mutation parameter of the Ewens sampling formula - Correction
Tail variance allocation, Shapley value, and the majorization problem
On optimal operational sequence of components in a warm standby system
The impact of pinning points on memorylessness in Lévy random bridges
Non-reversible guided Metropolis kernel
Multiple drawing multi-colour urns by stochastic approximation
Comparison of hit-and-run, slice sampler and random walk Metropolis
Stein's method and approximating the multidimensional quantum harmonic oscillator
Infinite-horizon Fuk-Nagaev inequalities
A comparative analysis of the successive lumping and the lattice path counting algorithms
Approximation with ergodic processes and testability
The Hawkes Process with Different Exciting Functions and its Asymptotic Behavior
Exponential control of the trajectories of iterated function systems with application to semi-strong GARCH models
A first-passage-place problem for integrated diffusion processes
Random affine simplexes
Convergence of tandem Brownian queues
Hidden regular variation of moving average processes with heavy-tailed innovations
Uniqueness of Quasistationary Distributions and Discrete Spectra when ∞ is an Entrance Boundary and 0 is Singular
Functional limit theorems for the number of busy servers in a G/G/∞ queue
An adjacent-swap Markov chain on coalescent trees
A particle system approach to aggregation phenomena
An algorithm to construct coherent systems using signatures
An Application of the Backbone Decomposition to Supercritical Super-Brownian Motion with a Barrier
Applied Probability Trust prizes 2022
On an ageing class based on the moment generating function order
Steady-state analysis of a multiclass MAP/PH/c queue with acyclic PH retrials
Asymptotic results for sums and extremes
A Stochastic Failure Model with Dependent Competing Risks and its Applications to Condition-Based Maintenance
Pre-averaging fractional processes contaminated by noise, with an application to turbulence
A new strategy for Robbins' problem of optimal stopping
Algorithms and Formulae for Conversion Between System Signatures and Reliability Functions
On explicit form of the stationary distributions for a class of bounded Markov chains
A probabilistic model for interfaces in a martensitic phase transition
Optimal Control with Absolutely Continuous Strategies for Spectrally Negative Lévy Processes
A martingale view of Blackwell's renewal theorem and its extensions to a general counting process
Improved Approximation of the Sum of Random Vectors by the Skew Normal Distribution
On ergodicity and transience for a class of level-dependent GI/M/1-type Markov chains
Continuous dependence of stationary distributions on parameters for stochastic predator-prey models
On the occupancy problem for a regime-switching model
With or without replacement? Sampling uncertainty in Shepp's urn scheme
Moderate deviations inequalities for Gaussian process regression
Asymptotic Properties of a Random Graph with Duplications
Optimal Coadapted Coupling for a Random Walk on the Hyper-Complete Graph
Strong convergence of infinite color balanced urns under uniform ergodicity
On the Uniqueness of Martingales with Certain Prescribed Marginals
Percolation on stationary tessellations: models, mean values, and second-order structure
Consistency of Sample Estimates of Risk Averse Stochastic Programs
Convergence of directed random graphs to the Poisson-weighted infinite tree
A Crump-Mode-Jagers Branching Process Model of Prion Loss in Yeast
A branching random walk in the presence of a hard wall
Stein's method for negatively associated random variables with applications to second-order stationary random fields
Degree correlations in scale-free random graph models
The deterministic Kermack-McKendrick model bounds the general stochastic epidemic
Structure-preserving equivalent martingale measures for ℋ-SII models
A note on integral representations of the Skorokhod map
Extension of de Bruijn's identity to dependent non-Gaussian noise channels
Corrected discrete approximations for the conditional and unconditional distributions of the continuous scan statistic
Stability of the stochastic matching model
Fractional Poisson process: long-range dependence and applications in ruin theory - Correction
Central limit theorem for a class of SPDEs
A New Look at Urban Water Storage in a Series of Connected Dams
Almost Giant Clusters for Percolation on Large Trees with Logarithmic Heights
Entropy of killed-resurrected stationary Markov chains
De Finetti's control problem with a concave bound on the control rate
Limit theorems for decomposable branching processes in a random environment
The extinction time of a subcritical branching process related to the SIR epidemic on a random graph
A quenched central limit theorem for biased random walks on supercritical Galton-Watson trees
Gibbs partitions, Riemann-Liouville fractional operators, Mittag-Leffler functions, and fragmentations derived from stable subordinators
An averaging process on hypergraphs
On the Exponential Ergodicity of Lévy-Driven Ornstein-Uhlenbeck Processes
Clustering in preferential attachment random graphs with edge-step
Comparison of Cutoffs Between Lazy Walks and Markovian Semigroups
Distribution of consensus in a broadcast-based consensus algorithm with random initial opinions
Two results on dynamic extensions of deviation measures
Computing Stationary Expectations in Level-Dependent QBD Processes
A conditional Berry-Esseen inequality
Robust Wasserstein profile inference and applications to machine learning
Multitype infinite-allele branching processes in continuous time
Large-scale join-idle-queue system with general service times
Representations of component importance for coherent systems with exchangeable components
Markov Processes with Restart
A Construction of a β-Coalescent via the Pruning of Binary Trees
Convergence rate of the EM algorithm for SDEs with low regular drifts
Accelerated group sequential sampling
Online matching for the multiclass stochastic block model
Resolving an old problem on the preservation of the IFR property under the formation of -out-of- systems with discrete distributions
A unified approach for drawdown (drawup) of time-homogeneous Markov processes
Reliability analyses of linear two-dimensional consecutive k -type systems
Directed preferential attachment models: Limiting degree distributions and their tails
Intersections of random sets
Asymptotic expansion of the invariant measure for Markov-modulated ODEs at high frequency
Transience of continuous-time conservative random walks
Asymptotic results for the multiple scan statistic
A Queueing Loss Model with Heterogeneous Skill Based Servers Under Idle Time Ordering Policies
Effective procedure of verifying stochastic ordering of system lifetimes
JPR volume 60 issue 1 Cover and Front matter
Generalizations of forest fires with ignition at the origin
Convergence Rates in the Implicit Renewal Theorem on Trees
On the invariance principle for reversible Markov chains
Coexistence of lazy frogs on
Uniform asymptotic normality of weighted sums of short-memory linear processes
Self-exciting multifractional processes
The alpha-mixture of survival functions
Useful Martingales for Stochastic Storage Processes with Lévy-Type Input
Exponential decay for constrained-degree percolation
Taylor's law, via ratios, for some distributions with infinite mean
Large deviations of extremal eigenvalues of sample covariance matrices
A note on the simulation of the Ginibre point process
Controlled branching processes with continuous time
The dominating colour of an infinite Pólya urn model
Option Pricing Driven by a Telegraph Process with Random Jumps
Weak convergence of adaptive Markov chain Monte Carlo
Percolation and best-choice problem for powers of paths
Applied Probability Trust prizes 2024
Effects of limiting memory capacity on the behaviour of exemplar dynamics
Volume and duration of losses in finite buffer fluid queues
A queue with independent and identically distributed arrivals
Dynamics of information networks
Computational Inference Beyond Kingman's Coalescent
Duality theory for exponential utility-based hedging in the Almgren-Chriss model
Stochastic ordering results on the duration of the gambler's ruin game
Anomalous recurrence of Markov chains on negatively curved manifolds
On multivariate records from random vectors with independent components
The degree-wise effect of a second step for a random walk on a graph
On first exit times and their means for Brownian bridges
Central Limit Theorems for Law-Invariant Coherent Risk Measures
Series expansions for random disc-polygons in smooth plane convex bodies
Sharp bounds for exponential approximations under a hazard rate upper bound
Distributions of jumps in a continuous-state branching process with immigration
Exact convergence analysis for metropolis-hastings independence samplers in Wasserstein distances
Quantile sensitivity estimation for dependent sequences
Simultaneous ruin probability for two-dimensional brownian risk model
Strong couplings for static locally tree-like random graphs
Bounds for the hazard rate and the reversed hazard rate of the convolution of dependent random lifetimes
Dynkin games with heterogeneous beliefs