4 papers
The noisy veto-voter model: a Recursive Distributional Equation on [0,1]
Saul Jacka, Marcus Sheehan
We study a particular example of a recursive distributional equation (RDE) on the unit interval. We identify all invariant distributions, the corresponding "basins of attraction" a…
Optimal co-adapted coupling for the symmetric random walk on the hypercube
Stephen B. Connor, Saul D. Jacka
Let X and Y be two simple symmetric continuous-time random walks on the vertices of the n-dimensional hypercube. We consider the class of co-adapted couplings of these processes, a…
On representing claims for coherent risk measures
Saul Jacka, Abdelkarem Berkaoui
We consider the problem of representing claims for coherent risk measures. For this purpose we introduce the concept of (weak and strong) time-consistency with respect to a portfol…
Random orderings of the integers and card shuffling
Saul Jacka, Jon Warren
In this paper we study random orderings of the integers with a certain invariance property. We describe all such orders in a simple way. We define and represent random shuffles of…