4 citations · 5 across the 11 of their papers we have counts for
13 papers
Branching diffusion processes and spectral properties of Feynman-Kac semigroup
Pierre Collet, Sylvie Méléard, Jaime San MARTIN
In this article we study the long time behavior of linear functionals of branching diffusion processesas well as the time reversal of the spinal process by means of spectral proper…
Fermi acceleration in rotating drums
Krzysztof Burdzy, Mauricio Duarte, Carl-Erik Gauthier +2
Consider hard balls in a bounded rotating drum. If there is no gravitation then there is no Fermi acceleration, i.e., the energy of the balls remains bounded forever. If there is g…
Convergence to the Mean Field Game Limit: A Case Study
Marcel Nutz, Jaime San Martin, Xiaowei Tan
We study the convergence of Nash equilibria in a game of optimal stopping. If the associated mean field game has a unique equilibrium, any sequence of -player equilibria converg…
IRT scoring and the principle of consistent order
Nancy Lacourly, Jaime San Martin, Monica Silva +1
IRT models are being increasingly used worldwide for test construction and scoring. The study examines the practical implications of estimating individual scores in a paper-and-pen…
Diffusions from Infinity
Vincent Bansaye, Pierre Collet, Servet Martinez +2
In this paper we consider diffusions on the half line (0, ) such that the expectation of the arrival time at the origin is uniformly bounded in the initial point. This impl…
A Note on the Quasi-Stationary Distribution of the Shiryaev Martingale on the Positive Half-Line
Aleksey S. Polunchenko, Servet Martinez, Jaime San Martin
We obtain a closed-form formula for the quasi-stationary distribution of the classical Shiryaev martingale diffusion considered on the positive half-line with f…