45 citations · 69 across the 25 of their papers we have counts for
27 papers · 1 filter
Geometric approximation for the number of returns of a transient Markov chain to its origin
Fraser Daly, Seva Shneer
Given a discrete-time, transient Markov chain, we establish explicit total variation error bounds in the approximation of the number of visits to its starting state within the firs…
Waves Everywhere: A Distributional Equation Approach to Front Propagation
Matthieu Jonckheere, Seva Shneer
We study reaction-diffusion particle systems with several interaction mechanisms. As the number of particles tends to infinity, the system admits a mean-field limit describing the…
A model of discrete interacting updates
Denis Denisov, Seva Shneer, Vitali Wachtel
We consider counters taking integer values which are subject to the following dynamics. At every time, a pair of distinct counters is chosen uniformly at random and their state…
Stochastic dominance for linear combinations of infinite-mean risks
Yuyu Chen, Taizhong Hu, Seva Shneer +1
In this paper, we establish a sufficient condition to compare linear combinations of independent and identically distributed (iid) infinite-mean random variables under usual stocha…
Efficiency of Parallel and Restart Exploration Strategies in Model Free Stochastic Simulations
Ernesto Garcia, Paola Bermolen, Matthieu Jonckheere +1
We analyze the efficiency of parallelization and restart mechanisms for stochastic simulations in model-free settings, where the underlying system dynamics are unknown. Such settin…
Risk aggregation and stochastic dominance for a class of heavy-tailed distributions
Yuyu Chen, Seva Shneer
We introduce a new class of heavy-tailed distributions for which any weighted average of independent and identically distributed random variables is larger than one such random var…