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.

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Showing 2009 · math.PRShow all

2 papers · 2 filters

math.PR2009

Further calculations for the McKean stochastic game for a spectrally negative Levy process: from a point to an interval

Erik J. Baurdoux, Kees van Schaik

Following Baurdoux and Kyprianou [2] we consider the McKean stochastic game, a game version of the McKean optimal stopping problem (American put), driven by a spectrally negative L…

math.PR2009★ 8 cited

Order-invariant measures on causal sets

Graham Brightwell, Malwina Luczak

A causal set is a partially ordered set on a countably infinite ground-set such that each element is above finitely many others. A natural extension of a causal set is an enumerati…