Eindhoven University of Technology

output

19942026

researchers with a paper here

Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

collaborating institutions

Showing 2008 · math.PRShow all

4 papers · 2 filters

math.PR2008

Tail asymptotics for a random sign Lindley recursion

Maria Vlasiou, Zbigniew Palmowski

We investigate the tail behaviour of the steady state distribution of a stochastic recursion that generalises Lindley's recursion. This recursion arises in queuing systems with dep…

math.PR2008★ 2 cited

The spectrum of the random environment and localization of noise

Dimitrios Cheliotis, Balint Virag

We consider random walk on a mildly random environment on finite transitive d- regular graphs of increasing girth. After scaling and centering, the analytic spectrum of the transit…

math.PR2008★ 1 cited

Monotonicity for excited random walk in high dimensions

Remco van der Hofstad, Mark Holmes

We prove that the drift $θ (d, β)$ for excited random walk in dimension $d$ is monotone in the excitement parameter $β \in [0, 1]$ , when $d \geq 9$ .

math.PR2008★ 6 cited

Random subgraphs of the 2D Hamming graph: the supercritical phase

Remco van der Hofstad, Malwina J. Luczak

We study random subgraphs of the 2-dimensional Hamming graph H(2,n), which is the Cartesian product of two complete graphs on $n$ vertices. Let $p$ be the edge probability, and wri…