8 citations · 13 across the 6 of their papers we have counts for
6 papers
Some developments of exchangeable measure-valued Pólya sequences
Yoana R. Chorbadzhiyska, Hristo Sariev, Mladen Savov
Measure-valued Pólya sequences (MVPS) are processes whose dynamics are governed by generalized Pólya urn schemes with infinitely many colors. Assuming a general reinforcement rule,…
On some properties of probability kernels
Hristo Sariev
Although regular conditional distributions (r.c.d.) are well-defined and widely used measure-theoretic objects, they can violate our intuition from the classical definition of a co…
Sufficientness postulates for measure-valued Pólya urn sequences
Hristo Sariev, Mladen Savov
In a recent paper, the authors studied the distribution properties of a class of exchangeable processes, called measure-valued Pólya sequences (MVPS), which arise as the observatio…
Characterization of exchangeable measure-valued Pólya urn sequences
Hristo Sariev, Mladen Savov
Measure-valued Pólya urn sequences (MVPS) are a generalization of the observation processes generated by -color Pólya urn models, where the space of colors is a com…
Moments of exponential functionals of Lévy processes on a deterministic horizon -- identities and explicit expressions
Zbigniew Palmowski, Hristo Sariev, Mladen Savov
In this work, we consider moments of exponential functionals of Lévy processes on a deterministic horizon. We derive two convolutional identities regarding these moments. The first…
Infinite-color randomly reinforced urns with dominant colors
Hristo Sariev, Sandra Fortini, Sonia Petrone
We define and prove limit results for a class of dominant Pólya sequences, which are randomly reinforced urn processes with color-specific random weights and unbounded number of po…