5 citations · 7 across the 2 of their papers we have counts for
7 papers
On the profile of trees with a given degree sequence
Osvaldo Angtuncio, Gerónimo Uribe Bravo
A degree sequence is a sequence of non-negative integers satisfying . We are interested in the uniform distribution $\mathb…
-strong simulation of the convex minorants of stable processes and meanders
Jorge Ignacio González Cázares, Aleksandar Mijatović, Gerónimo Uribe Bravo
Using marked Dirichlet processes we characterise the law of the convex minorant of the meander for a certain class of Lévy processes, which includes subordinated stable and symmetr…
Invariance principles for local times in regenerative settings
Aleksandar Mijatović, Gerónimo Uribe Bravo
Consider a stochastic process , regenerative at a state which is instantaneous and regular. Let be a regenerative local time for at . Suppos…
Dini derivatives for Exchangeable Increment processes and applications
Osvaldo Angtuncio Hernández, Gerónimo Uribe Bravo
Let be an exchangeable increment (EI) process whose sample paths are of infinite variation. We prove that, for any fixed almost surely, \[ \limsup_{h\to 0 \pm} (X_{t+h}-X_t…
Random walks with preferential relocations and fading memory: a study through random recursive trees
Cécile Mailler, Gerónimo Uribe Bravo
Consider a stochastic process that behaves as a -dimensional simple and symmetric random walk, except that, with a certain fixed probability, at each step, it chooses instead to…
Exact Simulation of the Extrema of Stable Processes
Jorge Ignacio González Cázares, Aleksandar Mijatović, Gerónimo Uribe Bravo
We exhibit an exact simulation algorithm for the supremum of a stable process over a finite time interval using dominated coupling from the past (DCFTP). We establish a novel perpe…