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 2010 · math.PRShow all

5 papers · 2 filters

math.PR2010

Vertices of high degree in the preferential attachment tree

Graham Brightwell, Malwina J. Luczak

We study the basic preferential attachment process, which generates a sequence of random trees, each obtained from the previous one by introducing a new vertex and joining it to on…

math.PR2010★ 12 cited

On the stochastic behaviour of optional processes up to random times

Constantinos Kardaras

In this paper, a study of random times on filtered probability spaces is undertaken. The main message is that, as long as distributional properties of optional processes up to the…

math.PR2010

Valuation equations for stochastic volatility models

Erhan Bayraktar, Constantinos Kardaras, Hao Xing

We analyze the valuation partial differential equation for European contingent claims in a general framework of stochastic volatility models where the diffusion coefficients may gr…

math.PR2010★ 14 cited

Averaging over fast variables in the fluid limit for Markov chains: Application to the supermarket model with memory

M. J. Luczak, J. R. Norris

We set out a general procedure which allows the approximation of certain Markov chains by the solutions of differential equations. The chains considered have some components which…

math.PR2010

A law of large numbers approximation for Markov population processes with countably many types

A. D. Barbour, M. J. Luczak

When modelling metapopulation dynamics, the influence of a single patch on the metapopulation depends on the number of individuals in the patch. Since the population size has no na…