Michael Conroy

collaborators

2 papers

math.PR2020

Importance sampling for maxima on trees

Bojan Basrak, Michael Conroy, Mariana Olvera-Cravioto +1

We consider the distributional fixed-point equation: $R = D Q \lor (i = 1 ⋁ N C_{i} R_{i}),$ where the ${R_{i}}$ are i.i.d.~copies of $R$ , in…

math.PR2019

Empirical Measure and Small Noise Asymptotics under Large Deviation Scaling for Interacting Diffusions

Amarjit Budhiraja, Michael Conroy

Consider a collection of particles whose state evolution is described through a system of interacting diffusions in which each particle is driven by an independent individual sourc…