output
20052008
most citedLevel crossings and other level functionals of stationary Gaussian processes

83 citations

researchers with a paper here
collaborating institutions
Showing math.PRShow all

5 papers · 1 filter

math.PR2007

Filtering the Wright-Fisher diffusion

Mireille Chaleyat-Maurel, Valentine Genon-Catalot

We consider a Wright-Fisher diffusion (x(t)) whose current state cannot be observed directly. Instead, at times t1 < t2 < . . ., the observations y(ti) are such that, given the pro…

math.PR2007★ 2 cited

Asymptotic results on the length of coalescent trees

Jean-François Delmas, Jean-Stéphane Dhersin, Arno Siri-Jegousse

We give the asymptotic distribution of the length of partial coalescent trees for Beta and related coalescents. This allows us to give the asymptotic distribution of the number of…

math.PR2006★ 83 cited

Level crossings and other level functionals of stationary Gaussian processes

Marie F. Kratz

This paper presents a synthesis on the mathematical work done on level crossings of stationary Gaussian processes, with some extensions. The main results [(factorial) moments, repr…

math.PR2005★ 2 cited

Limiting search cost distribution for the move-to-front rule with random request probabilities

Javiera Barrera, Thierry Huillet, Christian Paroissin

Consider a list of files whose popularities are random. These files are updated according to the move-to-front rule and we consider the induced Markov chain at equilibrium. We…

math.PR2005

Computable infinite dimensional filters with applications to discretized diffusion processes

Mireille Chaleyat-Maurel, Valentine Genon-Catalot

Let us consider a pair signal-observation ((xn,yn),n 0) where the unobserved signal (xn) is a Markov chain and the observed component is such that, given the whole sequence (xn), t…