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11 papers · 1 filter
On importance sampling with mixtures for random walks with heavy tails
Henrik Hult, Jens Svensson
Importance sampling algorithms for heavy-tailed random walks are considered. Using a specification with algorithms based on mixtures of the original distribution with some other di…
A counter-intuitive correlation in a random tournament
Sven Erick Alm, Svante Linusson
Consider a randomly oriented graph and let , and be three distinct vertices in . We study the correlation between the events and .…
Central Limit Theorems for Gromov Hyperbolic Groups
Michael Bjorklund
In this paper we study asymptotic properties of symmetric and non-degenerate random walks on transient hyperbolic groups. We prove a central limit theorem and a law of iterated log…
Note: Random-to-front shuffles on trees
Anders Björner
A Markov chain is considered whose states are orderings of an underlying fixed tree and whose transitions are local "random-to-front" reorderings, driven by a probability distribut…
Stochastic Impulse Control of Non-Markovian Processes
Boualem Djehiche, Said Hamadene, Ibtissam Hdhiri
We consider a class of stochastic impulse control problems of general stochastic processes i.e. not necessarily Markovian. Under fairly general conditions we establish existence of…
On the Shuffling Algorithm for Domino Tilings
Eric Nordenstam
We study the dynamics of a certain discrete model of interacting particles that comes from the so called shuffling algorithm for sampling a random tiling of an Aztec diamond. It tu…