The Resource XII Symposium of Probability and Stochastic Processes : Merida, Mexico, November 1620, 2015, Daniel HernándezHernández, Juan Carlos Pardo, Victor Rivero, editors
XII Symposium of Probability and Stochastic Processes : Merida, Mexico, November 1620, 2015, Daniel HernándezHernández, Juan Carlos Pardo, Victor Rivero, editors
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The item XII Symposium of Probability and Stochastic Processes : Merida, Mexico, November 1620, 2015, Daniel HernándezHernández, Juan Carlos Pardo, Victor Rivero, editors represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in University of Liverpool.This item is available to borrow from 1 library branch.
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The item XII Symposium of Probability and Stochastic Processes : Merida, Mexico, November 1620, 2015, Daniel HernándezHernández, Juan Carlos Pardo, Victor Rivero, editors represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in University of Liverpool.
This item is available to borrow from 1 library branch.
 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 Markovbranching trees, written by Kazutoshi Yamasaki and Bénédicte Haas, respectively. The researchoriented 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
 Language
 eng
 Extent
 1 online resource.
 Contents

 Intro; Introduction; Contents; Part I Courses; Scaling Limits of MarkovBranching Trees and Applications; 1 Introduction; 2 Discrete Trees, Examples and Motivations; 2.1 Discrete Trees; 2.2 First Examples; 2.3 The MarkovBranching Property; 3 The Example of GaltonWatson Trees and Topological Framework; 3.1 Real Trees and the GromovHausdorff Topology; 3.2 Scaling Limits of Conditioned GaltonWatson Trees; 4 Scaling Limits of MarkovBranching Trees; 4.1 A Markov Chain in the MarkovBranching Sequence of Trees; 4.2 Scaling Limits of Nonincreasing Markov Chains
 4.3 SelfSimilar Fragmentation Trees4.3.1 SelfSimilar Fragmentation Processes; 4.3.2 SelfSimilar Fragmentation Trees; 4.4 Scaling Limits of MarkovBranching Trees; 5 Applications; 5.1 GaltonWatson Trees; 5.1.1 GaltonWatson Trees with n Vertices; 5.1.2 GaltonWatson 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 kAry Growing Trees; 5.3.3 Marginals of Stable Trees; 5.4 CutTrees; 6 Further Perspectives; 6.1 MultiType MarkovBranching Trees and Applications; 6.2 Local Limits
 6.3 Related Random Geometric StructuresReferences; Optimality of TwoParameter Strategies in Stochastic Control; 1 Introduction; 1.1 OneParameter Strategies; 1.2 TwoParameter Strategies; 1.2.1 TwoSided Singular Control; 1.2.2 Impulse Control; 1.2.3 ZeroSum Games Between Two Players; 1.3 Fluctuation Theory of Spectrally OneSided 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 TwoSided 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 LogConcavity; 2.7.3 Martingale Properties; 2.8 Some Further Notations
 3 TwoSided 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 QuasiVariational 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
 Isbn
 9783319776439
 Label
 XII Symposium of Probability and Stochastic Processes : Merida, Mexico, November 1620, 2015
 Title
 XII Symposium of Probability and Stochastic Processes
 Title remainder
 Merida, Mexico, November 1620, 2015
 Statement of responsibility
 Daniel HernándezHernández, Juan Carlos Pardo, Victor Rivero, editors
 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 Markovbranching trees, written by Kazutoshi Yamasaki and Bénédicte Haas, respectively. The researchoriented 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
 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

 HernándezHernández, 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 1620, 2015, Daniel HernándezHernández, Juan Carlos Pardo, Victor Rivero, editors
 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 MarkovBranching Trees and Applications; 1 Introduction; 2 Discrete Trees, Examples and Motivations; 2.1 Discrete Trees; 2.2 First Examples; 2.3 The MarkovBranching Property; 3 The Example of GaltonWatson Trees and Topological Framework; 3.1 Real Trees and the GromovHausdorff Topology; 3.2 Scaling Limits of Conditioned GaltonWatson Trees; 4 Scaling Limits of MarkovBranching Trees; 4.1 A Markov Chain in the MarkovBranching Sequence of Trees; 4.2 Scaling Limits of Nonincreasing Markov Chains
 4.3 SelfSimilar Fragmentation Trees4.3.1 SelfSimilar Fragmentation Processes; 4.3.2 SelfSimilar Fragmentation Trees; 4.4 Scaling Limits of MarkovBranching Trees; 5 Applications; 5.1 GaltonWatson Trees; 5.1.1 GaltonWatson Trees with n Vertices; 5.1.2 GaltonWatson 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 kAry Growing Trees; 5.3.3 Marginals of Stable Trees; 5.4 CutTrees; 6 Further Perspectives; 6.1 MultiType MarkovBranching Trees and Applications; 6.2 Local Limits
 6.3 Related Random Geometric StructuresReferences; Optimality of TwoParameter Strategies in Stochastic Control; 1 Introduction; 1.1 OneParameter Strategies; 1.2 TwoParameter Strategies; 1.2.1 TwoSided Singular Control; 1.2.2 Impulse Control; 1.2.3 ZeroSum Games Between Two Players; 1.3 Fluctuation Theory of Spectrally OneSided 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 TwoSided 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 LogConcavity; 2.7.3 Martingale Properties; 2.8 Some Further Notations
 3 TwoSided 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 QuasiVariational 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 1620, 2015, Daniel HernándezHernández, Juan Carlos Pardo, Victor Rivero, editors
 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 MarkovBranching Trees and Applications; 1 Introduction; 2 Discrete Trees, Examples and Motivations; 2.1 Discrete Trees; 2.2 First Examples; 2.3 The MarkovBranching Property; 3 The Example of GaltonWatson Trees and Topological Framework; 3.1 Real Trees and the GromovHausdorff Topology; 3.2 Scaling Limits of Conditioned GaltonWatson Trees; 4 Scaling Limits of MarkovBranching Trees; 4.1 A Markov Chain in the MarkovBranching Sequence of Trees; 4.2 Scaling Limits of Nonincreasing Markov Chains
 4.3 SelfSimilar Fragmentation Trees4.3.1 SelfSimilar Fragmentation Processes; 4.3.2 SelfSimilar Fragmentation Trees; 4.4 Scaling Limits of MarkovBranching Trees; 5 Applications; 5.1 GaltonWatson Trees; 5.1.1 GaltonWatson Trees with n Vertices; 5.1.2 GaltonWatson 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 kAry Growing Trees; 5.3.3 Marginals of Stable Trees; 5.4 CutTrees; 6 Further Perspectives; 6.1 MultiType MarkovBranching Trees and Applications; 6.2 Local Limits
 6.3 Related Random Geometric StructuresReferences; Optimality of TwoParameter Strategies in Stochastic Control; 1 Introduction; 1.1 OneParameter Strategies; 1.2 TwoParameter Strategies; 1.2.1 TwoSided Singular Control; 1.2.2 Impulse Control; 1.2.3 ZeroSum Games Between Two Players; 1.3 Fluctuation Theory of Spectrally OneSided 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 TwoSided 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 LogConcavity; 2.7.3 Martingale Properties; 2.8 Some Further Notations
 3 TwoSided 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 QuasiVariational 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
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