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- Deutsches Zentrum für Luft- und Raumfahrt e. V. (DLR)DE13 papers
- Centre National de la Recherche ScientifiqueFR12 papers
- Weierstrass Institute for Applied Analysis and StochasticsDE11 papers
- Sorbonne UniversitéFR8 papers
- University of PotsdamDE8 papers
- Austrian Academy of SciencesAT7 papers
- Laboratoire d’études spatiales et d’instrumentation en astrophysiqueFR7 papers
- Thüringer Landessternwarte TautenburgDE7 papers
- ETH ZurichCH6 papers
- Helmholtz-Zentrum Berlin für Materialien und EnergieDE6 papers
- Tel Aviv UniversityIL6 papers
- Université Paris CitéFR6 papers
4 papers · 2 filters
Importance sampling for Lambda-coalescents in the infinitely many sites model
Matthias Birkner, Jochen Blath, Matthias Steinruecken
We present and discuss new importance sampling schemes for the approximate computation of the sample probability of observed genetic types in the infinitely many sites model from p…
Exponential growth rate for derivatives of stochastic flows
Holger van Bargen, Michael Scheutzow, Simon Wasserroth
We show that for a large class of stochastic flows the spatial derivative grows at most exponentially fast even if one takes the supremum over a bounded set of initial points. We d…
On the one-sided exit problem for fractional Brownian motion
Frank Aurzada
We consider the one-sided exit problem for fractional Brownian motion (FBM), which is equivalent to the question of the distribution of the lower tail of the maximum of FBM on the…
Survival probabilities of weighted random walks
Frank Aurzada, Christoph Baumgarten
We study the asymptotic behaviour of the probability that a weighted sum of centered i.i.d. random variables X_k does not exceed a constant barrier. For regular random walks, the r…