2 papers
q-bio.PE2022
When can we reconstruct the ancestral state? Beyond Brownian motion
Nhat L. Vu, Thanh P. Nguyen, Binh T. Nguyen +2
Reconstructing the ancestral state of a group of species helps answer many important questions in evolutionary biology. Therefore, it is crucial to understand when we can estimate…
math.PR2017
Exit problems for general draw-down times of spectrally negative Lévy processes
Bo Li, Nhat Linh Vu, Xiaowen Zhou
For spectrally negative Lévy processes, we prove several fluctuation results involving a general draw-down time, which is a downward exit time from a dynamic level that depends on…