13 citations · 16 across the 7 of their papers we have counts for
7 papers
Convex bounds for last passage percolation with dependent identically distributed weights
Isaac Meilijson
On the lattice, vertices are assigned random weights . The point-to-point last passage percolation (LPP) time between and is the max…
The joint distribution of value and local time of simple random walk and reflected simple random walk
Isaac Meilijson, Yael Perlman
The joint distribution of value and local time for Brownian Motion has been reported by Borodin and Salminen. Its asymptotic behavior for recurrent random walk has been presented b…
A sharp bound on the expected local time of a continuous -bounded Martingale
David Gilat, Isaac Meilijson, Laura Sacerdote
For a continuous -bounded Martingale with no intervals of constancy, starting at and having final variance , the expected local time at is at m…
Splitting matters: how monotone transformation of predictor variables may improve the predictions of decision tree models
Tal Galili, Isaac Meilijson
It is widely believed that the prediction accuracy of decision tree models is invariant under any strictly monotone transformation of the individual predictor variables. However, t…
On the expected diameter of an L2-bounded martingale
Lester E. Dubins, David Gilat, Isaac Meilijson
It is shown that the ratio between the expected diameter of an L2-bounded martingale and the standard deviation of its last term cannot exceed sqrt(3). Moreover, a one-parameter fa…
On the adjustment coefficient, drawdowns and Lundberg-type bounds for random walk
Isaac Meilijson
Consider a random walk whose (light-tailed) increments have positive mean. Lower and upper bounds are provided for the expected maximal value of the random walk until it experience…