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20022008
most citedTheory of Star Formation

2.5k citations

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13 papers · 1 filter

math.PR2008

The rate of convergence of the Walk on Spheres Algorithm

Ilia Binder, Mark Braverman

In this paper we examine the rate of convergence of one of the standard algorithms for emulating exit probabilities of Brownian motion, the Walk on Spheres (WoS) algorithm. We obta…

math.PR2008

Discrete time nonlinear filters with informative observations are stable

Ramon van Handel

The nonlinear filter associated with the discrete time signal-observation model is known to forget its initial condition as regardless of the observation s…

math.PR20072 cited

Bayesian sequential change diagnosis

Savas Dayanik, Christian Goulding, H. Vincent Poor

Sequential change diagnosis is the joint problem of detection and identification of a sudden and unobservable change in the distribution of a random sequence. In this problem, the…

math.PR2007

Regression estimation from an individual stable sequence

Gusztav Morvai, Sanjeev R. Kulkarni, Andrew B. Nobel

We consider univariate regression estimation from an individual (non-random) sequence , which is stable in the sense that for each…

math.PR2007

The two possible values of the chromatic number of a random graph

Dimitris Achlioptas, Assaf Naor

Given d \in (0,infty) let k_d be the smallest integer k such that d < 2k\log k. We prove that the chromatic number of a random graph G(n,d/n) is either k_d or k_d+1 almost surely.

math.PR20071 cited

A Berry-Esseen type inequality for convex bodies with an unconditional basis

Bo'az Klartag

We provide a sharp rate of convergence in the central limit theorem for random vectors with an unconditional, log-concave density. The argument relies on analysis of the Neumann la…