3 papers
math.PR2022
Targeted cutting of random recursive trees
Laura Eslava, Sergio I. López, Marco L. Ortiz
We propose a method for cutting down a random recursive tree that focuses on its higher degree vertices. Enumerate the vertices of a random recursive tree of size according to…
q-fin.MF2022
Maximum Likelihood Estimation for a Markov-Modulated Jump-Diffusion Model
Laura Eslava, Fernando Baltazar-Larios, Bor Reynoso
We propose a method for obtaining maximum likelihood estimates (MLEs) of a Markov-Modulated Jump-Diffusion Model (MMJDM) when the data is a discrete time sample of the diffusion pr…
math.PR2021
A branching process with deletions and mergers that matches the threshold for hypercube percolation
Laura Eslava, Sarah Penington, Fiona Skerman
We define a graph process based on a discrete branching process with deletions and mergers, which is inspired by the 4-cycle structure of both the hypercube $Q_d…