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20022013
most citedInferring population history with DIYABC: a user-friendly approach to Approximate Bayesian Computation

688 citations

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Showing 2013 · math.PRShow all

4 papers · 2 filters

math.PR2013

Risk measures for processes and BSDEs

Irina Penner, Anthony Reveillac

The paper analyzes risk assessment for cash flows in continuous time using the notion of convex risk measures for processes. By combining a decomposition result for optional measur…

math.PR2013

The cluster index of regularly varying sequences with applications to limit theory for functions of multivariate Markov chains

Thomas Mikosch, Olivier Wintenberger

We introduce the cluster index of a multivariate regularly varying stationary sequence and characterize the index in terms of the spectral tail process. This index plays a major ro…

math.PR2013★ 3 cited

General Fragmentation Trees

Robin Stephenson

We show that the genealogy of any self-similar fragmentation process can be encoded in a compact measured real tree. Under some Malthusian hypotheses, we compute the fractal Hausdo…

math.PR2013

Explicit construction of a dynamic Bessel bridge of dimension 3

Luciano Campi, Umut Çetin, Albina Danilova

Given a deterministically time-changed Brownian motion starting from 1, whose time-change satisfies for all , we perform an explicit construction of a…