Pitman's 2M - X theorem for skip-free random walks with Markovian increments

Pitman's 2M - X theorem for skip-free random walks with Markovian increments

Let (ξ k, k ≥ 0) be a Markov chain on {-1, +1} with ξ 0 = 1 and transition probabilities P(ξ k+1 = 1|ξ k = 1) = a and P(ξ k+1 = -1|ξ k = -1) = b < a. Set X 0 = 0, X n = ξ 1+⋯+ξ n and M n = max 0≤k≤n X k. We prove that the process 2M - X has the same law as that of X conditioned to stay non-ne...

Cur síos iomlán

Sonraí bibleagrafaíochta
Príomhchruthaitheoirí:	Hambly, B, Martin, J, O'Connell, N
Formáid:	Journal article
Teanga:	English
Foilsithe / Cruthaithe:	2001

Míreanna comhchosúla

Pitman’s Measure of Closeness for Weighted Random Variables
de réir: Mosayeb Ahmadi, et al.
Foilsithe / Cruthaithe: (2024-07-01)

Local Limit Theorems for Sequences of Simple Random Walks on Graphs
de réir: Croydon, D, et al.
Foilsithe / Cruthaithe: (2008)

Pitman: publicidad gráfica y capacitación profesional
de réir: Graciela Queirolo
Foilsithe / Cruthaithe: (2017-11-01)

The effects of random reset on the dynamics of a non-Markovian random walk
de réir: Farhad Jafarpour Hamadani, et al.
Foilsithe / Cruthaithe: (2023-05-01)

Record ages of non-Markovian scale-invariant random walks
de réir: Léo Régnier, et al.
Foilsithe / Cruthaithe: (2023-10-01)

Non-Markovian Persistent Random Walk Model for Intracellular Transport
de réir: Nickolay Korabel, et al.
Foilsithe / Cruthaithe: (2023-10-01)

Generalized Polya Urn for Time-Varying Pitman-Yor Processes
de réir: Caron, F, et al.
Foilsithe / Cruthaithe: (2017)

A Compound Poisson Perspective of Ewens–Pitman Sampling Model
de réir: Emanuele Dolera, et al.
Foilsithe / Cruthaithe: (2021-11-01)

Performance of the Graybill–Deal Estimator via Pitman Closeness Criterion
de réir: Keyu Nie, et al.
Foilsithe / Cruthaithe: (2018-06-01)

A Hierarchical Bayesian Language Model based on Pitman-Yor Processes
de réir: Teh, Y, et al.
Foilsithe / Cruthaithe: (2006)

Studies in probability and statistics : papers in honour of Edwin J G Pitman/
de réir: Williams, E. J. (Evan James)
Foilsithe / Cruthaithe: ([n.d)

A Hierarchical Pitman−Yor Process HMM for Unsupervised Part of Speech Induction
de réir: Blunsom, P, et al.
Foilsithe / Cruthaithe: (2011)

A Hierarchical Pitman-Yor Process HMM for Unsupervised Part of Speech Induction.
de réir: Blunsom, P, et al.
Foilsithe / Cruthaithe: (2011)

Comparison of Some Estimators under the Pitman’s Closeness Criterion in Linear Regression Model
de réir: Jibo Wu
Foilsithe / Cruthaithe: (2014-01-01)

BNPmix: An R Package for Bayesian Nonparametric Modeling via Pitman-Yor Mixtures
de réir: Riccardo Corradin, et al.
Foilsithe / Cruthaithe: (2021-11-01)

A support and density theorem for Markovian rough paths
de réir: Chevyrev, IA, et al.
Foilsithe / Cruthaithe: (2018)

On the number of zero increments of random walks with a barrier
de réir: Alex Iksanov, et al.
Foilsithe / Cruthaithe: (2008-01-01)

Everlasting impact of initial perturbations on first-passage times of non-Markovian random walks
de réir: N. Levernier, et al.
Foilsithe / Cruthaithe: (2022-09-01)

Kazhdan projections, random walks and ergodic theorems
de réir: Druţu, C, et al.
Foilsithe / Cruthaithe: (2017)

Kazhdan projections, random walks and ergodic theorems
de réir: Drutu Badea, C, et al.
Foilsithe / Cruthaithe: (2017)

A Pitman-Yor Process Self-Aggregated Topic Model for Short Texts of Social Media
de réir: Yue Niu, et al.
Foilsithe / Cruthaithe: (2021-01-01)

Central limit theorems for the spectra of classes of random fractals
de réir: Charmoy, P, et al.
Foilsithe / Cruthaithe: (2017)

Modelling of channel transmission loss processes in semi-arid catchments of southern Africa using the Pitman Model
de réir: V. Mvandaba, et al.
Foilsithe / Cruthaithe: (2018-05-01)

Comparison of Estimators of Equity Return Standard Deviation Using Pitman Closeness Criterion and Control Charting Applications
de réir: Alan Chow, et al.
Foilsithe / Cruthaithe: (2020-04-01)

State-independent importance sampling for random walks with regularly varying increments
de réir: Karthyek R. A. Murthy, et al.
Foilsithe / Cruthaithe: (2015-03-01)

Convergence of mixing times for sequences of random walks on finite graphs
de réir: Croydon, D, et al.
Foilsithe / Cruthaithe: (2012)

Systems of random variables and the free will theorem
de réir: Ehtibar N. Dzhafarov, et al.
Foilsithe / Cruthaithe: (2020-11-01)

A forward equation for barrier options under the Brunick & Shreve Markovian projection
de réir: Hambly, B, et al.
Foilsithe / Cruthaithe: (2016)

Non-Markovian Corrections to Quantum Regression Theorem for the Strong Coupling Spin-Boson Model
de réir: Arzu Kurt
Foilsithe / Cruthaithe: (2020-08-01)

Razumikhin Theorems on Polynomial Stability of Neutral Stochastic Pantograph Differential Equations with Markovian Switching
de réir: Zihan Zou, et al.
Foilsithe / Cruthaithe: (2022-08-01)

Razumikhin-type theorem on time-changed stochastic functional differential equations with Markovian switching
de réir: Zhang Xiaozhi, et al.
Foilsithe / Cruthaithe: (2019-07-01)

The characteristic polynomial of a random permutation matrix
de réir: Hambly, B, et al.
Foilsithe / Cruthaithe: (2000)

A Survey of Incremental Deep Learning for Defect Detection in Manufacturing
de réir: Reenu Mohandas, et al.
Foilsithe / Cruthaithe: (2024-01-01)

Comparison of Vertical Breast Displacement during Rope Skipping, Walking, Jogging and Running
de réir: Sheng X, et al.
Foilsithe / Cruthaithe: (2021-01-01)

On the central limit theorem for the elephant random walk with gradually increasing memory and random step size
de réir: Rafik Aguech
Foilsithe / Cruthaithe: (2024-05-01)

Law of the iterated logarithm for oscillating random walks conditioned to stay non-negative
de réir: Hambly, B, et al.
Foilsithe / Cruthaithe: (2003)

Heat kernel estimates for symmetric random walks on a class of fractal graphs and stability under rough isometries,
de réir: Hambly, B, et al.
Foilsithe / Cruthaithe: (2003)

Heat kernel estimates for symmetric random walks on a class of fractal graphs and stability under rough isometrics
de réir: Hambly, B, et al.
Foilsithe / Cruthaithe: (2004)

Riemannian walk for incremental learning: Understanding forgetting and intransigence
de réir: Chaudhry, A, et al.
Foilsithe / Cruthaithe: (2018)

Limit Theorems for Additive Functionals of Continuous-Time Lattice Random Walks in a Stationary Random Environment
de réir: Georgiy Shevchenko, et al.
Foilsithe / Cruthaithe: (2023-08-01)