output
19992026
most citedSparsistency and rates of convergence in large covariance matrix estimation

421 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 2006 · math.PRShow all

3 papers · 2 filters

math.PR2006★ 62 cited

Asymptotic normality of the -core in random graphs

Svante Janson, Malwina J. Luczak

We study the -core of a random (multi)graph on vertices with a given degree sequence. In our previous paper [Random Structures Algorithms 30 (2007) 50--62] we used propertie…

math.PR2006★ 16 cited

The minimal entropy martingale measure for general Barndorff-Nielsen/Shephard models

Thorsten Rheinländer, Gallus Steiger

We determine the minimal entropy martingale measure for a general class of stochastic volatility models where both price process and volatility process contain jump terms which are…

math.PR2006★ 63 cited

On the maximum queue length in the supermarket model

Malwina J. Luczak, Colin McDiarmid

There are queues, each with a single server. Customers arrive in a Poisson process at rate , where . Upon arrival each customer selects servers uniformly at…