output
19962026
most citedSelective review of offline change point detection methods

1.4k citations

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 2016 · math.PRShow all

5 papers · 2 filters

math.PR2016★ 1 cited

Continuous-state branching processes, extremal processes and super-individuals

Clément Foucart, Chunhua Ma

The long-term behaviors of flows of continuous-state branching processes are characterized through subordinators and extremal processes. The extremal processes arise in the case of…

math.PR2016★ 1 cited

Second order behavior of the block counting process of beta coalescents

Yier Lin, Bastien Mallein

The Beta coalescents are stochastic processes modeling the genealogy of a population. They appear as the rescaled limits of the genealogical trees of numerous stochastic population…

math.PR2016★ 2 cited

Scaling limits of Markov-Branching trees and applications

Bénédicte Haas

The goal of these lectures is to survey some of the recent progress on the description of large-scale structure of random trees. We use the framework of Markov-Branching sequences…

math.PR2016★ 7 cited

The maximal drawdown of the Brownian meander

Yueyun Hu, Zhan Shi, Marc Yor

Motivated by evaluating the limiting distribution of randomly biased random walks on trees, we compute the exact value of a negative moment of the maximal drawdown of the standard…

math.PR2016★ 2 cited

Improved adaptive Multilevel Monte Carlo and applications to finance

Mohamed Ben Alaya, Kaouther Hajji, Ahmed Kebaier

This paper focuses on the study of an original combination of the Multilevel Monte Carlo method introduced by Giles [10] and the popular importance sampling technique. To compute t…