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Showing 2017 · math.PRShow all
3 papers · 2 filters
math.PR2017★ 2 cited
From random partitions to fractional Brownian sheets
Olivier Durieu, Yizao Wang
We propose discrete random-field models that are based on random partitions of . The covariance structure of each random field is determined by the underlying random…
math.PR2017★ 34 cited
Probabilistic and Piecewise Deterministic models in Biology
Bertrand Cloez, Renaud Dessalles, Alexandre Genadot +3
We present recent results on Piecewise Deterministic Markov Processes (PDMPs), involved in biological modeling. PDMPs, first introduced in the probabilistic literature by Davis (19…
math.PR2017★ 15 cited
Integral expression for the stationary distribution of reflected brownian motion in a wedge
Sandro Franceschi, Kilian Raschel
For Brownian motion in a (two-dimensional) wedge with negative drift and oblique reflection on the axes, we derive an explicit formula for the Laplace transform of its stationary d…