Coverart for item
The Resource XII Symposium of Probability and Stochastic Processes : Merida, Mexico, November 16--20, 2015, Daniel Hernández-Hernández, Juan Carlos Pardo, Victor Rivero, editors

XII Symposium of Probability and Stochastic Processes : Merida, Mexico, November 16--20, 2015, Daniel Hernández-Hernández, Juan Carlos Pardo, Victor Rivero, editors

Label
XII Symposium of Probability and Stochastic Processes : Merida, Mexico, November 16--20, 2015
Title
XII Symposium of Probability and Stochastic Processes
Title remainder
Merida, Mexico, November 16--20, 2015
Statement of responsibility
Daniel Hernández-Hernández, Juan Carlos Pardo, Victor Rivero, editors
Creator
Contributor
Editor
Subject
Genre
Language
eng
Summary
This volume contains the proceedings of the XII Symposium of Probability and Stochastic Processes which took place at Universidad Autonoma de Yucatan in Merida, Mexico, on November 16–20, 2015. This meeting was the twelfth meeting in a series of ongoing biannual meetings aimed at showcasing the research of Mexican probabilists as well as promote new collaborations between the participants.The book features articles drawn from different research areas in probability and stochastic processes, such as: risk theory, limit theorems, stochastic partial differential equations, random trees, stochastic differential games, stochastic control, and coalescence. Two of the main manuscripts survey recent developments on stochastic control and scaling limits of Markov-branching trees, written by Kazutoshi Yamasaki and Bénédicte Haas, respectively. The research-oriented manuscripts provide new advances in active research fields in Mexico.The wide selection of topics makes the book accessible to advanced graduate students and researchers in probability and stochastic processes
Member of
Cataloging source
N$T
Dewey number
519.2
Index
no index present
LC call number
QA273.A1
Literary form
non fiction
http://bibfra.me/vocab/lite/meetingDate
2015
http://bibfra.me/vocab/lite/meetingName
Symposium on Probability and Stochastic Processes
Nature of contents
dictionaries
http://library.link/vocab/relatedWorkOrContributorName
  • Hernández-Hernández, Daniel
  • Pardo, Juan Carlos
  • Rivero, Victor
Series statement
Progress in probability
Series volume
73
http://library.link/vocab/subjectName
  • Probabilities
  • Stochastic processes
Label
XII Symposium of Probability and Stochastic Processes : Merida, Mexico, November 16--20, 2015, Daniel Hernández-Hernández, Juan Carlos Pardo, Victor Rivero, editors
Instantiates
Publication
Antecedent source
unknown
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
  • Intro; Introduction; Contents; Part I Courses; Scaling Limits of Markov-Branching Trees and Applications; 1 Introduction; 2 Discrete Trees, Examples and Motivations; 2.1 Discrete Trees; 2.2 First Examples; 2.3 The Markov-Branching Property; 3 The Example of Galton-Watson Trees and Topological Framework; 3.1 Real Trees and the Gromov-Hausdorff Topology; 3.2 Scaling Limits of Conditioned Galton-Watson Trees; 4 Scaling Limits of Markov-Branching Trees; 4.1 A Markov Chain in the Markov-Branching Sequence of Trees; 4.2 Scaling Limits of Non-increasing Markov Chains
  • 4.3 Self-Similar Fragmentation Trees4.3.1 Self-Similar Fragmentation Processes; 4.3.2 Self-Similar Fragmentation Trees; 4.4 Scaling Limits of Markov-Branching Trees; 5 Applications; 5.1 Galton-Watson Trees; 5.1.1 Galton-Watson Trees with n Vertices; 5.1.2 Galton-Watson Trees with Arbitrary Degree Constraints; 5.2 Pólya Trees; 5.3 Dynamical Models of Tree Growth; 5.3.1 Ford's Alpha Model; 5.3.2 k-Ary Growing Trees; 5.3.3 Marginals of Stable Trees; 5.4 Cut-Trees; 6 Further Perspectives; 6.1 Multi-Type Markov-Branching Trees and Applications; 6.2 Local Limits
  • 6.3 Related Random Geometric StructuresReferences; Optimality of Two-Parameter Strategies in Stochastic Control; 1 Introduction; 1.1 One-Parameter Strategies; 1.2 Two-Parameter Strategies; 1.2.1 Two-Sided Singular Control; 1.2.2 Impulse Control; 1.2.3 Zero-Sum Games Between Two Players; 1.3 Fluctuation Theory of Spectrally One-Sided Lévy Processes; 1.4 Solution Procedures; 1.4.1 Selection of the Two Parameters; 1.4.2 Verification of Optimality; 1.5 Comparison with Other Approaches; 1.6 Computation; 2 Spectrally Negative Lévy Processes and Scale Functions; 2.1 Path Variations and Regularity
  • 2.2 Scale Functions2.3 Smoothness of Scale Functions; 2.4 Fluctuation Identities for Spectrally Negative Lévy Processes; 2.4.1 Two-Sided Exit; 2.4.2 Resolvent Measures; 2.5 Fluctuation Identities for the Infimum and Reflected Processes; 2.5.1 Fluctuation Identities for the Infimum Process; 2.5.2 Fluctuation Identities for tb; 2.5.3 Fluctuation Identities for Yta; 2.6 Fluctuation Identities for Doubly Reflected Lévy Processes; 2.7 Other Properties of the Scale Function; 2.7.1 Asymptotics as x →∞; 2.7.2 Log-Concavity; 2.7.3 Martingale Properties; 2.8 Some Further Notations
  • 3 Two-Sided Singular Control3.1 The Double Reflection Strategy; 3.2 Smoothness of the Value Function; 3.3 Existence of (a*, b*); 3.3.1 The Case of Example 3.1; 3.3.2 The Case of Example 3.2; 3.3.3 The Case of Example 3.3; 3.4 Variational Inequalities and Verification; 4 Impulse Control; 4.1 The (s,S)-Strategy; 4.2 Smoothness of the Value Function; 4.2.1 The Case of Example 4.3; 4.2.2 Brief Remarks on the Cases of Examples 4.1 and 4.2; 4.3 Quasi-Variational Inequalities and Verification; 4.3.1 The Case of Example 4.3; 4.3.2 Brief Remarks on the Cases of Examples 4.1 and 4.2
Dimensions
unknown
Extent
1 online resource.
File format
unknown
Form of item
online
Isbn
9783319776439
Level of compression
unknown
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Quality assurance targets
not applicable
Reformatting quality
unknown
Sound
unknown sound
Specific material designation
remote
System control number
  • on1042158977
  • (OCoLC)1042158977
Label
XII Symposium of Probability and Stochastic Processes : Merida, Mexico, November 16--20, 2015, Daniel Hernández-Hernández, Juan Carlos Pardo, Victor Rivero, editors
Publication
Antecedent source
unknown
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
  • Intro; Introduction; Contents; Part I Courses; Scaling Limits of Markov-Branching Trees and Applications; 1 Introduction; 2 Discrete Trees, Examples and Motivations; 2.1 Discrete Trees; 2.2 First Examples; 2.3 The Markov-Branching Property; 3 The Example of Galton-Watson Trees and Topological Framework; 3.1 Real Trees and the Gromov-Hausdorff Topology; 3.2 Scaling Limits of Conditioned Galton-Watson Trees; 4 Scaling Limits of Markov-Branching Trees; 4.1 A Markov Chain in the Markov-Branching Sequence of Trees; 4.2 Scaling Limits of Non-increasing Markov Chains
  • 4.3 Self-Similar Fragmentation Trees4.3.1 Self-Similar Fragmentation Processes; 4.3.2 Self-Similar Fragmentation Trees; 4.4 Scaling Limits of Markov-Branching Trees; 5 Applications; 5.1 Galton-Watson Trees; 5.1.1 Galton-Watson Trees with n Vertices; 5.1.2 Galton-Watson Trees with Arbitrary Degree Constraints; 5.2 Pólya Trees; 5.3 Dynamical Models of Tree Growth; 5.3.1 Ford's Alpha Model; 5.3.2 k-Ary Growing Trees; 5.3.3 Marginals of Stable Trees; 5.4 Cut-Trees; 6 Further Perspectives; 6.1 Multi-Type Markov-Branching Trees and Applications; 6.2 Local Limits
  • 6.3 Related Random Geometric StructuresReferences; Optimality of Two-Parameter Strategies in Stochastic Control; 1 Introduction; 1.1 One-Parameter Strategies; 1.2 Two-Parameter Strategies; 1.2.1 Two-Sided Singular Control; 1.2.2 Impulse Control; 1.2.3 Zero-Sum Games Between Two Players; 1.3 Fluctuation Theory of Spectrally One-Sided Lévy Processes; 1.4 Solution Procedures; 1.4.1 Selection of the Two Parameters; 1.4.2 Verification of Optimality; 1.5 Comparison with Other Approaches; 1.6 Computation; 2 Spectrally Negative Lévy Processes and Scale Functions; 2.1 Path Variations and Regularity
  • 2.2 Scale Functions2.3 Smoothness of Scale Functions; 2.4 Fluctuation Identities for Spectrally Negative Lévy Processes; 2.4.1 Two-Sided Exit; 2.4.2 Resolvent Measures; 2.5 Fluctuation Identities for the Infimum and Reflected Processes; 2.5.1 Fluctuation Identities for the Infimum Process; 2.5.2 Fluctuation Identities for tb; 2.5.3 Fluctuation Identities for Yta; 2.6 Fluctuation Identities for Doubly Reflected Lévy Processes; 2.7 Other Properties of the Scale Function; 2.7.1 Asymptotics as x →∞; 2.7.2 Log-Concavity; 2.7.3 Martingale Properties; 2.8 Some Further Notations
  • 3 Two-Sided Singular Control3.1 The Double Reflection Strategy; 3.2 Smoothness of the Value Function; 3.3 Existence of (a*, b*); 3.3.1 The Case of Example 3.1; 3.3.2 The Case of Example 3.2; 3.3.3 The Case of Example 3.3; 3.4 Variational Inequalities and Verification; 4 Impulse Control; 4.1 The (s,S)-Strategy; 4.2 Smoothness of the Value Function; 4.2.1 The Case of Example 4.3; 4.2.2 Brief Remarks on the Cases of Examples 4.1 and 4.2; 4.3 Quasi-Variational Inequalities and Verification; 4.3.1 The Case of Example 4.3; 4.3.2 Brief Remarks on the Cases of Examples 4.1 and 4.2
Dimensions
unknown
Extent
1 online resource.
File format
unknown
Form of item
online
Isbn
9783319776439
Level of compression
unknown
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Quality assurance targets
not applicable
Reformatting quality
unknown
Sound
unknown sound
Specific material designation
remote
System control number
  • on1042158977
  • (OCoLC)1042158977

Library Locations

Processing Feedback ...