Found 47 Documents (Results 1–47)
Diffusive limits of two-parameter ordered Chinese restaurant process up-down chains. (English. French summary) Zbl 1508.60083
The leftmost column of ordered Chinese restaurant process up-down chains: intertwining and convergence. (English) Zbl 1498.60048
Asymptotic behavior of the number of distinct values in a sample from the geometric stick-breaking process. (English) Zbl 07473258
MSC:
62-XX
Diffusions on a space of interval partitions: Poisson-Dirichlet stationary distributions. (English) Zbl 1486.60100
Moderate parts in regenerative compositions: the case of regular variation. (English) Zbl 1464.60042
Diffusions on a space of interval partitions: construction from marked Lévy processes. (English) Zbl 1470.60210
Projections of the Aldous chain on binary trees: intertwining and consistency. (English) Zbl 1453.05134
Portfolio optimization for credit-risky assets under Marshall-Olkin dependence. (English) Zbl 1437.91410
Appl. Math. Finance 26, No. 6, 598-618 (2019); correction ibid. 28, No. 1, 96-99 (2021).
Exogenous shock models: analytical characterization and probabilistic construction. (English) Zbl 1432.62354
Subordinators which are infinitely divisible w.r.t. time: construction, properties, and simulation of max-stable sequences and infinitely divisible laws. (English) Zbl 1488.60123
Gaps and interleaving of point processes in sampling from a residual allocation model. (English) Zbl 1428.62190
Recursive construction of continuum random trees. (English) Zbl 1445.60064
Reviewer: Matthias Meiners (Innsbruck)
Ordered and size-biased frequencies in GEM and Gibbs’ models for species sampling. (English) Zbl 1410.60015
Functional limit theorems for the number of occupied boxes in the Bernoulli sieve. (English) Zbl 1366.60069
Regenerative tree growth: Markovian embedding of fragmenters, bifurcators, and bead splitting processes. (English) Zbl 1330.60106
Reviewer: Hanspeter Schmidli (Köln)
Extendibility of Marshall-Olkin distributions and inverse Pascal triangles. (English) Zbl 1298.62083
A generalization of the Erdős-Turán law for the order of random permutation. (English) Zbl 1248.60014
On \(\Lambda \)-coalescents with dust component. (English) Zbl 1242.60077
Reviewer: Oleg K. Zakusilo (Kyïv)
Self-similar scaling limits of non-increasing Markov chains. (English) Zbl 1263.92034
Reviewer: Valentin Topchii (Omsk)
Regenerative tree growth: binary self-similar continuum random trees and Poisson-Dirichlet compositions. (English) Zbl 1189.60162
Reviewer: Heinrich Hering (Rockenberg)
MSC:
60J80
The Bernoulli sieve revisited. (English) Zbl 1178.60019
Reviewer: A. J. Stam (Winsum)
Spinal partitions and invariance under re-rooting of continuum random trees. (English) Zbl 1181.60128
Reviewer: Heinrich Hering (Rockenberg)
MSC:
60J80
On asymptotics of exchangeable coalescents with multiple collisions. (English) Zbl 1159.60016
Reviewer: Nicko G. Gamkrelidze (Moskva)
Continuum tree asymptotics of discrete fragmentations and applications to phylogenetic models. (English) Zbl 1155.92033
Reviewer: Valentin Topchii (Omsk)
Excheangable partitions derived from Markovian coalescents. (English) Zbl 1147.60022
Reviewer: Nicko G. Gamkrelidze (Moskva)
Recognising the last record of sequence. (English) Zbl 1156.60025
Reviewer: Vladimir Mazalov (Petrozavodsk)
MSC:
60G40
Recursive partition structures. (English) Zbl 1119.60025
Reviewer: A. J. Stam (Winsum)
On sampling distributions for coalescent processes with simultaneous multiple collisions. (English) Zbl 1099.92052
Regenerative compositions in the case of slow variation. (English) Zbl 1114.60030
Reviewer: Ludger Rüschendorf (Freiburg i. Br.)
Asymptotic laws for regenerative compositions: gamma subordinators and the like. (English) Zbl 1099.60023
Reviewer: Ludger Rüschendorf (Freiburg i. Br.)
Regenerative composition structures. (English) Zbl 1070.60034
Reviewer: A. J. Stam (Winsum)
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