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APR volume 54 issue 2 Cover and Back matter APR第54卷第2期封面和封底
IF 1.2 4区 数学
Advances in Applied Probability Pub Date : 2022-06-01 DOI: 10.1017/apr.2022.27
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引用次数: 0
APR volume 54 issue 2 Cover and Front matter APR第54卷第2期封面和封面问题
IF 1.2 4区 数学
Advances in Applied Probability Pub Date : 2022-06-01 DOI: 10.1017/apr.2022.28
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引用次数: 0
On a random search tree: asymptotic enumeration of vertices by distance from leaves – CORRIGENDUM 在随机搜索树上：按离叶距离渐进枚举顶点——CORRIGENDUM
IF 1.2 4区 数学
Advances in Applied Probability Pub Date : 2022-06-01 DOI: 10.1017/apr.2021.42
M. Bóna, B. Pittel
{"title":"On a random search tree: asymptotic enumeration of vertices by distance from leaves – CORRIGENDUM","authors":"M. Bóna, B. Pittel","doi":"10.1017/apr.2021.42","DOIUrl":"https://doi.org/10.1017/apr.2021.42","url":null,"abstract":"Abstract We correct typographical errors in our original paper.","PeriodicalId":53160,"journal":{"name":"Advances in Applied Probability","volume":null,"pages":null},"PeriodicalIF":1.2,"publicationDate":"2022-06-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44328393","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Exchangeable FGM copulas 可交换的FGM交配
IF 1.2 4区 数学
Advances in Applied Probability Pub Date : 2022-05-23 DOI: 10.1017/apr.2023.19
Christopher Blier-Wong, Hélène Cossette, É. Marceau
{"title":"Exchangeable FGM copulas","authors":"Christopher Blier-Wong, Hélène Cossette, É. Marceau","doi":"10.1017/apr.2023.19","DOIUrl":"https://doi.org/10.1017/apr.2023.19","url":null,"abstract":"\u0000 Copulas provide a powerful and flexible tool for modeling the dependence structure of random vectors, and they have many applications in finance, insurance, engineering, hydrology, and other fields. One well-known class of copulas in two dimensions is the Farlie–Gumbel–Morgenstern (FGM) copula, since its simple analytic shape enables closed-form solutions to many problems in applied probability. However, the classical definition of the high-dimensional FGM copula does not enable a straightforward understanding of the effect of the copula parameters on the dependence, nor a geometric understanding of their admissible range. We circumvent this issue by analyzing the FGM copula from a probabilistic approach based on multivariate Bernoulli distributions. This paper examines high-dimensional exchangeable FGM copulas, a subclass of FGM copulas. We show that the dependence parameters of exchangeable FGM copulas can be expressed as a convex hull of a finite number of extreme points. We also leverage the probabilistic interpretation to develop efficient sampling and estimating procedures and provide a simulation study. Throughout, we discover geometric interpretations of the copula parameters that assist one in decoding the dependence of high-dimensional exchangeable FGM copulas.","PeriodicalId":53160,"journal":{"name":"Advances in Applied Probability","volume":null,"pages":null},"PeriodicalIF":1.2,"publicationDate":"2022-05-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"49348097","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 4
Fair gambler’s ruin stochastically maximizes playing time 公平赌徒的毁灭随机地使游戏时间最大化
IF 1.2 4区 数学
Advances in Applied Probability Pub Date : 2022-03-10 DOI: 10.1017/apr.2021.46
E. Peköz, S. Ross
{"title":"Fair gambler’s ruin stochastically maximizes playing time","authors":"E. Peköz, S. Ross","doi":"10.1017/apr.2021.46","DOIUrl":"https://doi.org/10.1017/apr.2021.46","url":null,"abstract":"Abstract For the gambler’s ruin problem with two players starting with the same amount of money, we show the playing time is stochastically maximized when the games are fair.","PeriodicalId":53160,"journal":{"name":"Advances in Applied Probability","volume":null,"pages":null},"PeriodicalIF":1.2,"publicationDate":"2022-03-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44048455","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 3
Upper large deviations for power-weighted edge lengths in spatial random networks 空间随机网络中功率加权边长的上大偏差
IF 1.2 4区 数学
Advances in Applied Probability Pub Date : 2022-03-04 DOI: 10.1017/apr.2023.10
C. Hirsch, Daniel Willhalm
{"title":"Upper large deviations for power-weighted edge lengths in spatial random networks","authors":"C. Hirsch, Daniel Willhalm","doi":"10.1017/apr.2023.10","DOIUrl":"https://doi.org/10.1017/apr.2023.10","url":null,"abstract":"\u0000 We study the large-volume asymptotics of the sum of power-weighted edge lengths \u0000 \u0000 \u0000 \u0000$sum_{e in E}|e|^alpha$\u0000\u0000 \u0000 in Poisson-based spatial random networks. In the regime \u0000 \u0000 \u0000 \u0000$alpha > d$\u0000\u0000 \u0000 , we provide a set of sufficient conditions under which the upper-large-deviation asymptotics are characterized by a condensation phenomenon, meaning that the excess is caused by a negligible portion of Poisson points. Moreover, the rate function can be expressed through a concrete optimization problem. This framework encompasses in particular directed, bidirected, and undirected variants of the k-nearest-neighbor graph, as well as suitable \u0000 \u0000 \u0000 \u0000$beta$\u0000\u0000 \u0000 -skeletons.","PeriodicalId":53160,"journal":{"name":"Advances in Applied Probability","volume":null,"pages":null},"PeriodicalIF":1.2,"publicationDate":"2022-03-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"46853108","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Limit theorems for critical branching processes in a finite-state-space Markovian environment 有限状态空间马尔可夫环境下临界分支过程的极限定理
IF 1.2 4区 数学
Advances in Applied Probability Pub Date : 2022-03-01 DOI: 10.1017/apr.2021.18
I. Grama, Ronan Lauvergnat, Émile Le Page
{"title":"Limit theorems for critical branching processes in a finite-state-space Markovian environment","authors":"I. Grama, Ronan Lauvergnat, Émile Le Page","doi":"10.1017/apr.2021.18","DOIUrl":"https://doi.org/10.1017/apr.2021.18","url":null,"abstract":"Abstract Let \u0000$(Z_n)_{ngeq 0}$\u0000 be a critical branching process in a random environment defined by a Markov chain \u0000$(X_n)_{ngeq 0}$\u0000 with values in a finite state space \u0000$mathbb{X}$\u0000 . Let \u0000$ S_n = sum_{k=1}^n ln f_{X_k}^{prime}(1)$\u0000 be the Markov walk associated to \u0000$(X_n)_{ngeq 0}$\u0000 , where \u0000$f_i$\u0000 is the offspring generating function when the environment is \u0000$i in mathbb{X}$\u0000 . Conditioned on the event \u0000${ Z_n>0}$\u0000 , we show the nondegeneracy of the limit law of the normalized number of particles \u0000${Z_n}/{e^{S_n}}$\u0000 and determine the limit of the law of \u0000$frac{S_n}{sqrt{n}} $\u0000 jointly with \u0000$X_n$\u0000 . Based on these results we establish a Yaglom-type theorem which specifies the limit of the joint law of \u0000$ log Z_n$\u0000 and \u0000$X_n$\u0000 given \u0000$Z_n>0$\u0000 .","PeriodicalId":53160,"journal":{"name":"Advances in Applied Probability","volume":null,"pages":null},"PeriodicalIF":1.2,"publicationDate":"2022-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"49036361","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
APR volume 54 issue 1 Cover and Front matter APR第54卷第1期封面和封面问题
IF 1.2 4区 数学
Advances in Applied Probability Pub Date : 2022-03-01 DOI: 10.1017/apr.2022.12
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引用次数: 0
APR volume 54 issue 1 Cover and Back matter APR第54卷第1期封面和封底
IF 1.2 4区 数学
Advances in Applied Probability Pub Date : 2022-03-01 DOI: 10.1017/apr.2022.13
{"title":"APR volume 54 issue 1 Cover and Back matter","authors":"","doi":"10.1017/apr.2022.13","DOIUrl":"https://doi.org/10.1017/apr.2022.13","url":null,"abstract":"","PeriodicalId":53160,"journal":{"name":"Advances in Applied Probability","volume":null,"pages":null},"PeriodicalIF":1.2,"publicationDate":"2022-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"47244259","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Branching Brownian motion in a periodic environment and uniqueness of pulsating traveling waves 周期环境中的分支布朗运动与脉动行波的唯一性
IF 1.2 4区 数学
Advances in Applied Probability Pub Date : 2022-02-23 DOI: 10.1017/apr.2022.32
Yanxia Ren, R. Song, Fan Yang
{"title":"Branching Brownian motion in a periodic environment and uniqueness of pulsating traveling waves","authors":"Yanxia Ren, R. Song, Fan Yang","doi":"10.1017/apr.2022.32","DOIUrl":"https://doi.org/10.1017/apr.2022.32","url":null,"abstract":"Abstract Using one-dimensional branching Brownian motion in a periodic environment, we give probabilistic proofs of the asymptotics and uniqueness of pulsating traveling waves of the Fisher–Kolmogorov–Petrovskii–Piskounov (F-KPP) equation in a periodic environment. This paper is a sequel to ‘Branching Brownian motion in a periodic environment and existence of pulsating travelling waves’ (Ren et al., 2022), in which we proved the existence of the pulsating traveling waves in the supercritical and critical cases, using the limits of the additive and derivative martingales of branching Brownian motion in a periodic environment.","PeriodicalId":53160,"journal":{"name":"Advances in Applied Probability","volume":null,"pages":null},"PeriodicalIF":1.2,"publicationDate":"2022-02-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"46302709","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
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