1.8k citations
- G. Bianconi39 · h 60
- M. Girolami22 · h 67
- T. Yasseri19 · h 30
- Aleksandar Mijatovi'c2 profiles17 · h 10
- Andrea Baronchelli2 profiles15 · h 44
- V. Latora14 · h 80
- A. Scaife2 profiles13 · h 41
- C. Oates12 · h 27
- Ginestra Bianconi12 · h 17
- K. Kaski11 · h 66
- Jorge Ignacio González Cázares10 · h 6
- Adrian Weller9 · h 49
- Turing InstituteGB178 papers
- University of OxfordGB114 papers
- University of WarwickGB102 papers
- Queen Mary University of LondonGB91 papers
- University of CambridgeGB89 papers
- University College LondonGB81 papers
- Imperial College LondonGB60 papers
- University of EdinburghGB54 papers
- University of ManchesterGB30 papers
- University of ExeterGB25 papers
- University of SouthamptonGB20 papers
- Centre National de la Recherche ScientifiqueFR19 papers
26 papers · 1 filter
Stationary entrance chains and applications to random walks
Aleksandar Mijatovic, Vladislav Vysotsky
For a Markov chain with values in a Polish space, consider the entrance chain, obtained by sampling at the moments when it enters a fixed set from its complement .…
Fast exact simulation of the first-passage event of a subordinator
Jorge Ignacio González Cázares, Feng Lin, Aleksandar Mijatović
This paper provides an exact simulation algorithm for the sampling from the joint law of the first-passage time, the undershoot and the overshoot of a subordinator crossing a non-i…
Fast exact simulation of the first passage of a tempered stable subordinator across a non-increasing function
Jorge Ignacio González Cázares, Feng Lin, Aleksandar Mijatović
We construct a fast exact algorithm for the simulation of the first-passage time, jointly with the undershoot and overshoot, of a tempered stable subordinator over an arbitrary non…
Stein's method for distributions modelling competing and complementary risk problems
Anum Fatima, Gesine Reinert
Competing and Complementary risk (CCR) problems are often modelled using a class of distributions of the maximum, or minimum, of a random number of i.i.d. random variables; we call…
Reflecting Brownian motion in generalized parabolic domains: explosion and superdiffusivity
Mikhail V. Menshikov, Aleksandar Mijatović, Andrew R. Wade
For a multidimensional driftless diffusion in an unbounded, smooth, sub-linear generalized parabolic domain, with oblique reflection from the boundary, we give natural conditions u…
Asymptotic shape of the concave majorant of a Lévy process
David Bang, Jorge Ignacio González Cázares, Aleksandar Mijatović
We establish distributional limit theorems for the shape statistics of a concave majorant (i.e. the fluctuations of its length, its supremum, the time it is attained and its value…