421 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- University College LondonGB63 papers
- Systemic Risk CentreGB48 papers
- University of OxfordGB20 papers
- University of WarwickGB18 papers
- King's College LondonGB16 papers
- London Mathematical LaboratoryGB12 papers
- University of Illinois Urbana-ChampaignUS12 papers
- Centre National de la Recherche ScientifiqueFR11 papers
- Queen Mary University of LondonGB11 papers
- The Open UniversityGB11 papers
- City, University of LondonGB10 papers
- ETH ZurichCH10 papers
18 papers · 1 filter
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…
Two switching multiple disorder problems for Brownian motions
Pavel V. Gapeev
The multiple disorder problem seeks to determine a sequence of stopping times which are as close as possible to the unknown times of disorders at which the observation process chan…
Ramsey-goodness -- and otherwise
Peter Allen, Graham Brightwell, Jozef Skokan
A celebrated result of Chvátal, Rödl, Szemerédi and Trotter states (in slightly weakened form) that, for every natural number , there is a constant such that, for any conn…
Bayesian quickest detection problems for some diffusion processes
Pavel V. Gapeev, Albert N. Shiryaev
We study the Bayesian problems of detecting a change in the drift rate of an observable diffusion process with linear and exponential penalty costs for a detection delay. The optim…
Identifying the Community Structure of the International-Trade Multi Network
Matteo Barigozzi, Giorgio Fagiolo, Giuseppe Mangioni
We study the community structure of the multi-network of commodity-specific trade relations among world countries over the 1992-2003 period. We compare structures across commoditie…
Towards Autopoietic Computing
Gerard Briscoe, Paolo Dini
A key challenge in modern computing is to develop systems that address complex, dynamic problems in a scalable and efficient way, because the increasing complexity of software make…
Testing Closeness of Discrete Distributions
Tugkan Batu, Lance Fortnow, Ronitt Rubinfeld +2
Given samples from two distributions over an -element set, we wish to test whether these distributions are statistically close. We present an algorithm which uses sublinear in $…
A consistent test of independence based on a sign covariance related to Kendall's tau
Wicher Bergsma, Angelos Dassios
The most popular ways to test for independence of two ordinal random variables are by means of Kendall's tau and Spearman's rho. However, such tests are not consistent, only having…
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…
Midpoint sets contained in the unit sphere of a normed space
Konrad J. Swanepoel
The midpoint set M(S) of a set S of points is the set of all midpoints of pairs of points in S. We study the largest cardinality of a midpoint set M(S) in a finite-dimensional norm…
Chains-into-Bins Processes
Tugkan Batu, Petra Berenbrink, Colin Cooper
The study of {\em balls-into-bins processes} or {\em occupancy problems} has a long history. These processes can be used to translate realistic problems into mathematical ones in a…
Growth of graph powers
Alexey Pokrovskiy
For a graph G, its rth power is constructed by placing an edge between two vertices if they are within distance r of each other. In this note we study the amount of edges added to…
Embedding a Latin square with transversal into a projective space
Lou M. Pretorius, Konrad J. Swanepoel
A Latin square of side n defines in a natural way a finite geometry on 3n points, with three lines of size n and n^2 lines of size 3. A Latin square of side n with a transversal si…
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…
An abstract Nyquist criterion containing old and new results
Amol Sasane
We prove an abstract Nyquist criterion in a general set up. As applications, we recover various versions of the Nyquist criterion, some of which are new.
Optimal Lower Bounds for Projective List Update Algorithms
Christoph Ambuehl, Bernd Gaertner, Bernhard von Stengel
The list update problem is a classical online problem, with an optimal competitive ratio that is still open, known to be somewhere between 1.5 and 1.6. An algorithm with competitiv…
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…
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…