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 2013 · math.PRShow all

3 papers · 2 filters

math.PR2013★ 18 cited

Extinction times in the subcritical stochastic SIS logistic epidemic

Graham Brightwell, Thomas House, Malwina Luczak

Many real epidemics of an infectious disease are not straightforwardly super- or sub-critical, and the understanding of epidemic models that exhibit such complexity has been identi…

math.PR2013★ 23 cited

Strong supermartingales and limits of nonnegative martingales

Christoph Czichowsky, Walter Schachermayer

Given a sequence of nonnegative martingales starting at , we find a sequence of convex combinations and a limitin…

math.PR2013★ 6 cited

A fixed-point approximation for a routing model in equilibrium

Graham Brightwell, Malwina Luczak

We use a method of Luczak (arXiv:1212.3231) to investigate the equilibrium distribution of a dynamic routing model on a network. In this model, there are nodes, each pair joine…