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20102025

most citedWireless Sensor Network Virtualization: A Survey

329 citations

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math.PR2024★ 1 cited

Martin boundary of a space-time Brownian motion with drift killed at the boundary of a moving cone

Sandro Franceschi

We study a space-time Brownian motion with drift B(t)=(t_0+t,y_0+W(t)+t) killed at the moving boundary of the cone {(t,x):0<x<t}. This article determines the parabolic Martin bound…

math.PR2024★ 1 cited

Reflected Brownian Motion in a wedge: sum-of-exponential absorption probability at the vertex and differential properties

Jules Flin, Sandro Franceschi

We study a Brownian motion with drift in a wedge of angle $β$ which is obliquely reflected on each edge along angles $ε$ and $δ$ . We assume that the classical parameter $…

math.PR2024

Generators of measure-valued jump diffusions and convergence rate of diffusive mean-field models

Xavier Erny

The paper has two objectives: proving that the rate of convergence in distribution for mean-field models in CLT regime is $N^{- 1/2}$ , and obtaining explicit expressions for the inf…

math.PR2021★ 9 cited

Escape and absorption probabilities for obliquely reflected Brownian motion in a quadrant

Philip Ernst, Sandro Franceschi, Dongzhou Huang

We consider an obliquely reflected Brownian motion $Z$ with positive drift in a quadrant stopped at time $T$ , where $T := in f {t > 0 : Z (t) = (0, 0)}$ is the first hitting time of th…

math.PR2012★ 146 cited

Sequential Monte Carlo smoothing for general state space hidden Markov models

Randal Douc, Aurélien Garivier, Eric Moulines +1

Computing smoothing distributions, the distributions of one or more states conditional on past, present, and future observations is a recurring problem when operating on general hi…