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Showing 2012 · math.PRShow all
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math.PR2012
A Systematic Martingale Construction with Applications to Permutation Inequalities
Vladimir Pozdnyakov, J. Michael Steele
We illustrate a process that constructs martingales from raw material that arises naturally from the theory of sampling without replacement.The usefulness of the new martingales is…
math.PR2012★ 1 cited
Principal Eigenvalue for Brownian Motion on a Bounded Interval with Degenerate Instantaneous Jumps
Iddo Ben-Ari
We consider a model of Brownian motion on a bounded open interval with instantaneous jumps. The jumps occur at a spatially dependent rate given by a positive parameter times a cont…