5 citations · 12 across the 8 of their papers we have counts for
9 papers
Measuring Opportunity Cost with Stock Lifetime Value
Geoffrey Decrouez, Tobias Huelden, Paresh Nakhe +1
Measuring the long-term opportunity cost of interventions remains a critical challenge in e-commerce A/B testing. While strategic levers (such as dynamic pricing, ranking algorithm…
A pathwise iterative approach to the extinction of branching processes with countably many types
Peter Braunsteins, Geoffrey Decrouez, Sophie Hautphenne
We consider the extinction events of Galton-Watson processes with countably infinitely many types. In particular, we construct truncated and augmented Galton-Watson processes with…
Finite sample properties of the mean occupancy counts and probabilities
Geoffrey Decrouez, Michael Grabchak, Quentin Paris
For a probability distribution on an at most countable alphabet , this article gives finite sample bounds for the expected occupancy counts and…
Normal approximation and smoothness for sums of means of lattice-valued random variables
Geoffrey Decrouez, Peter Hall
Motivated by a problem arising when analysing data from quarantine searches, we explore properties of distributions of sums of independent means of independent lattice-valued rando…
A class of multifractal processes constructed using an embedded branching process
Geoffrey Decrouez, Owen Dafydd Jones
We present a new class of multifractal process on R, constructed using an embedded branching process. The construction makes use of known results on multitype branching random walk…
Modulus of continuity of a class of monofractal processes
Geoffrey Decrouez, Ben Hambly, Owen Dafydd Jones
We derive the modulus of continuity of a class of processes called Canonical Embedded Branching Processes (CEBP), recently introduced by Decrouez and Jones, and we establish their…