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MIMS EPrints

Subject: 60 Probability theory and stochastic processes


Number of items: 128.

2014.47: Jianwen Huang and Shouquan Chen (2014) Convergence rate of extremes of generalized Maxwell distribution.

2014.43: Dennis Amelunxen and Martin Lotz (2014) Gordon's inequality and condition numbers in conic optimization.

2014.24: Younes Chahlaoui and Margarita Korovina (2014) CICADA Collection.

2014.17: Jianwen Huang, Shouquan Chen and Zhongyou Tuo (2014) Tail behavior of the generalized Maxwell distribution. Communications in Statistics-Theory and Methods. ISSN 0361-0926

2013.52: James Hook and Nick Dingle (2013) Performance Analysis of Asynchronous Parallel Jacobi.

2013.46: J.W. Blair (2013) Real option analysis in resilient energy networks. Masters thesis, Manchester Institute for Mathematical Sciences, The University of Manchester.

2013.34: CTJ Dodson and WW Sampson (2013) Dimensionality reduction for classification of stochastic fibre radiographs. In: F Nielsen and F Barbaresco, (eds). Geometric Science of Information GSI2013. Lecture Notes in Computer Science, 8085 (8085). Springer, Heidelberg, pp. 158-165. ISBN ISBN 978-3-642-40020-9

2013.31: Catherine E. Powell and Andrew D. Gordon (2013) A Preconditioner for Fictitious Domain Formulations of Elliptic PDEs on Uncertain Parameterized Domains.

2013.14: Dennis Amelunxen, Martin Lotz, Michael B. Mccoy and Joel A. Tropp (2013) Living on the edge: A geometric theory of phase transitions in convex optimization.

2013.8: Nicholas J. Dingle (2013) Inexact Sparse Matrix-Vector Products in the Calculation of Passage Time Distributions in Large Semi-Markov Models.

2012.106: Peter Burgisser, Felipe Cucker and Martin Lotz (2010) Coverage processes on spheres and condition numbers for linear programming. Annals of Probability, 38 (2). pp. 570-604.

2012.90: Tata Subba Rao, Sourav Das and Georgi N. Boshnakov (2012) A Frequency domain approach for the estimation of parameters of spatio-temporal stationary random processes.

2012.87: Martin Lotz (2012) On the volume of tubular neighborhoods of real algebraic varieties.

2012.85: Andreas Papayiannis (2010) Hedging Strategies : Complete and Incomplete Systems of Markets. Masters thesis, Manchester Institute for Mathematical Sciences, The University of Manchester.

2012.67: Nicholas J. Dingle, William J. Knottenbelt and Demetris Spanias (2012) On the (Page)Ranking of Professional Tennis Players. In: 28th UK Performance Engineering Workshop (UKPEW 2012), 2 July 2012, Edinburgh.

2012.64: J Hook (2012) Critical path statistics of max-plus linear systems with Gaussian noise.

2012.43: L. M. Bujorianu (2012) Stochastic Reachability Analysis of Hybrid Systems. Communications and Control Engineering. Springer, London, UK. ISBN 978-1-4471-2794-9

2011.108: J Hook (2011) Products of random Max-plus matrices.

2011.106: G.W. Evatt, P.V. johnson, P.W. Duck and S.D. Howell (2010) Mine Valuation in the Presence of a Stochastic Ore-Grade Uncertainty. Proceedings of the World Congress on Engineering, III. pp. 1-6.

2011.102: Nicholas Dingle (2011) GPU-based solution of Continuous Time Markov Chains using CUSP.

2011.75: Geoff Evatt, Paul Johnson, John Moriarty, Duck Peter, Howell Syd and Tonkin Cindy (2011) The Resource Valuation and Optimisation Model: Real Impact from Real Options. Application of Computers and Operational Research in the Mining Industry, Proceedings of the 35th APCOM Symposium. pp. 535-545.

2011.73: G.W. Evatt, J. Moriarty, P.V Johnson and P.W. Duck (2011) Regulating Industries under Exogenous Uncertainty.

2011.68: CTJ Dodson (2011) Some illustrations of information geometry in biology and physics. In: Handbook of Research on Computational Science and Engineering: Theory and Practice. IGI-Global, Hershey, USA, pp. 1-27. ISBN 9781613501160

2011.62: Nicholas Dingle (2011) HydraMP: Exploiting shared memory parallelism in HYDRA with OpenMP. In: 27th UK Performance Engineering Workshop (UKPEW 2011), 7-8 July 2011, Bradford, UK.

2011.46: L.M. Bujorianu and M.C. Bujorianu (2011) State constrained reachability for stochastic hybrid systems. Nonlinear Analysis: Hybrid Systems, 5 (2). pp. 320-342. ISSN 1751-570X

2011.39: Sara I Santos and Charles Walkden (2011) Distributional and local limit laws for a class of iterated maps that contract on average.

2011.20: Nick S. Jones and John Moriarty (2011) Evolutionary Inference for Functional Data: Using Gaussian Processes on Phylogenies to Study Shape Evolution.

2011.19: John Moriarty, Geoffrey W. Evatt, Paul V. Johnson and Peter W. Duck (2011) Hysteretic regime switching diffusions and resource extraction.

2011.17: You Doumerc and John Moriarty (2009) Exit problems associated with affine reflection groups. Probability Theory and Related Fields, 145 (3-4). pp. 351-383. ISSN 0178-8051

2010.105: M.C. Guenther, N.J. Dingle, J.T. Bradley and W.J. Knottenbelt (2010) Passage-time Computation and Aggregation Strategies for Large Semi-Markov Processes. Performance Evaluation.

2010.104: A.M. Mason, N.J. Dingle, W.J. Knottenbelt, D. Bell, W. Buchanan and C. Theummler (2010) Modelling infection spread using location tracking. International Journal of Healthcare Technology and Management, 11 (6). pp. 442-461.

2010.101: Martina Fedel, Hykel Hosni and Franco Montagna (2010) A logical characterization of coherence for imprecise probabilities.

2010.94: Bruno R. C. Magalhaes, Nicholas J. Dingle and William J. Knottenbelt (2010) GPU-enabled steady-state solution of large Markov models. In: 6th International Workshop on the Numerical Solution of Markov Chains (NSMC'10), 16-17 Sep 2010, Williamsburg, Virginia.

2010.90: Markus Riedle (2010) Infinitely divisible cylindrical measures on Banach spaces.

2010.78: P.E. Kloeden, G.J. Lord, A. Neuenkirch and T. Shardlow (2010) The exponential integrator scheme for stochastic partial differential equations: Pathwise error bounds.

2010.77: P.E. Kloeden and T. Shardlow (2010) THE MILSTEIN SCHEME FOR STOCHASTIC DELAY DIFFERENTIAL EQUATIONS WITHOUT ANTICIPATIVE CALCULUS.

2010.52: M.L. Bujorianu and M.C. Bujorianu (2009) State constrained reachability for stochastic hybrid systems. In: Proceedings of Analysis and Design of Hybrid Systems. IFAC, Elsevier, Zaragoza, Spain.

2010.50: M.L. Bujorianu and Hong Wang (2009) Large deviation methods for stochastic reachability. In: Proceedings of the 48th IEEE Conference on Decision and Control, CDC 2009. IEEE Control Systems Society, Shanghai, China, pp. 3932-3937.

2010.49: M.L. Bujorianu (2009) Dealing with stochastic reachability. In: Proceedings of the 48th IEEE Conference on Decision and Control, CDC 2009. IEEE Control Systems Society, Shanghai, China, pp. 2935-2940.

2010.19: Andrew D. Gordon and Catherine E. Powell (2010) Solving Stochastic Collocation Systems with Algebraic Multigrid.

2010.13: George Wilmers (2010) The Social Entropy Process: Axiomatising the Aggregation of Probabilistic Beliefs.

2009.91: I. Arhosalo, E. Järvenpää, M. Järvenpää, M. Rams and P. Shmerkin (2009) Visible parts of fractal percolation.

2009.40: CTJ Dodson and WW Sampson (2009) Intrinsic correlation in planar Poisson line processes. Applied Mathematics Letters, 22 (7). pp. 981-983. ISSN 0893-9659

2009.39: CTJ Dodson (2009) Information geometry and entropy in a stochastic epidemic rate process.

2009.38: CTJ Dodson (2008) On the entropy flows to disorder. In: The 2nd Chaotic Modeling and Simulation International Conference, 1-5 June 2009, Charnia, Crete.

2009.37: Markus Riedle and David Applebaum (2009) Cylindrical Levy processes in Banach spaces.

2009.34: Markus Riedle and Onno van Gaans (2009) Stochastic Integration for Levy Processes with Values in Banach Spaces. Stochastic Processes and Applications, 119 (6). pp. 1952-1974. ISSN 0304-4149

2009.24: M. L. Bujorianu and J. P. Katoen (2008) Symmetry reduction for stochastic hybrid systems. In: 47th IEEE Conference on Decision and Control 2008, 9-11 Dec 2008, Cancun, Mexico.

2009.19: Marius Bujorianu, Manuela Bujorianu and Howard Barringer (2009) A Formal Framework for User-centric Control of Multi-Agent Cyber-physical Systems. In: Michael Fisher, Fariba Sadri and Michael Thielscher, (eds). Proceeding of the 9th CLIMA workshop. Lecture Notes in Computer Science. Springer Verlag, Berlin, Germany.

2008.106: C. J. Nix and J. B. Paris (2008) A Note on Binary Inductive Logic.

2008.59: Khadiga Arwini and CTJ Dodson (2008) Information Geometry: Near Randomness and Near Independence. Lecture Notes in Mathematics, 1953. Springer-Verlag, Berlin, Heidelberg, Germany. ISBN 978-3-540-69391-8

2008.24: Markus Riedle (2008) Cylindrical Wiener processes.

2008.1: J.A.D. Appleby, X. Mao and M. Riedle (2007) Geometric Brownian Motion with delay: mean square characterisation. Proceedings of the AMS. ISSN 0002-9939

2007.203: Peter Goos and A.N. Donev (2007) D-optimal minimum support mixture designs in blocks. Metrika, 65 (1). pp. 53-68. ISSN 0024-6093

2007.194: Shizan Fang, Peter Imkeller and Tusheng Zhang (2007) Global flows for stochastic differential equations without global Lipschitz conditions. The Annals of Probability, 35 (1). pp. 180-205. ISSN 0091-1798

2007.193: Peter Neal and Gareth Roberts (2006) Optimal scaling for partially updating MCMC algorithms. Annals of Applied Probability, 16 (2). pp. 475-515. ISSN 1050-5164

2007.192: J. Moriarty and N. O'Connell (2007) On the free energy of a directed polymer in a Browian environment. Markov Processes and Related Fields, 13 (2). pp. 251-266. ISSN 1024-2953

2007.182: Nikita Sidorov (2007) Combinatorics of linear iterated function systems with overlaps. Nonlinearity, 20 (5). pp. 1299-1312. ISSN 1361-6544

2007.181: Richard Sharp (2007) Critical exponents for groups of isometries. Geometriae Dedicata, 125 (1). pp. 63-74. ISSN 1572-9168

2007.179: A. S. Cherny, A. N. Shiryaev and M. Yor (2003) Limit Behavior of the "Horizontal-Vertical" Random Walk and Some Extensions of the Donsker-Prokhorov Invariance Principle. Theory of Probability and its Applications, 47 (3). pp. 377-394. ISSN 1095-7219

2007.175: Jan Kallsen and Albert N. Shiryaev (2002) The cumulant process and Esscher's change of measure. Finance and Stochastics, 6 (4). pp. 397-428. ISSN 1432-1122

2007.173: S. Graversen, A. N. Shiryaev and M. Yor (2007) On the problem of stochastic integral representations of functions of the Brownian motion II. Theory of Probability and its Applications, 51 (1). pp. 65-77. ISSN 1095-7219

2007.172: A. N. Shiryaev and M. Yor (2004) On the problem of stochastic integral representations of functionals of the Browian motion II. Theory of Probability and its Applications, 48 (2). pp. 304-313. ISSN 1095-7219

2007.168: M. Reiß, M. Riedle and O. Van Gaans (2006) Delay differential equations driven by Lévy processes: Stationarity and Feller properties. Stochastic Processes and their Applications, 116 (10). pp. 1409-1432. ISSN 0304-4149

2007.166: Markus Reiß, Markus Riedle and Onno van Gaans (2007) On Émery's Inequality and a Variation-of-Constants Formula. Stochastic Analysis and Applications, 25 (2). pp. 353-379. ISSN 1532-9356

2007.165: Markus Riedle (2007) Solutions of affine stochastic functional differential equations in the state space.

2007.161: R. A. Doney (2004) Small-time behaviour of Lévy processes. Electronic Journal of Probability, 9. pp. 209-229. ISSN 1083-6489

2007.160: R. A. Doney and R.A. Maller (2005) Passage times of random walks and Lévy processes across power law boundaries. Probability Theory and Related Fields, 133 (1). pp. 57-70. ISSN 1432-2064

2007.157: CTJ Dodson and WW Sampson (2007) Planar line processes for void and density statistics in thin stochastic fibre networks. Journal of Statistical Physics, 129. pp. 311-322. ISSN 0022-4715

2007.96: Mladen Savov (2007) Curve Crossing for the Reflected Levy Process at zero and infinity.

2007.91: P Neal, G Roberts and J Yuen (2007) Optimal Scaling of Random Walk Metropolis algorithms with Discontinuous target densities.

2007.77: Hitesh Mistry (2007) Stochastic Modeling of Gene Regulatory Networks. PhD thesis, The University of Manchester.

2007.59: Charles Walkden (2007) Invariance principles for iterated maps that contract on average. Transactions of the American Mathematical Society, 359 (3). pp. 1081-1097. ISSN 0002-9947

2007.57: J.A. Ellison, L. Patel, T. Kecojevic, P.J. Foster, T.J. David and P.E. Clayton (2006) Pattern of growth and adiposity from infancy to adulthood in atopic dematitis. British Journal of Dermatology, 155 (3). pp. 532-538. ISSN 0007-0963

2007.52: John D. Cook and Saralees Nadarajah (2006) Stochastic inequality probabilities for adaptively randomized clinical trials. Biometrical Journal, 48 (3). pp. 356-365. ISSN 0323-3847

2007.49: Saralees Nadarajah and Samuel Kotz (2006) The Bessel ratio distribution. Comptes Rendus Mathematique, 343 (8). pp. 531-534. ISSN 1631-073X

2007.37: Goran Peskir (2005) The Russian option: Finite horizon. Finance and Stochastics, 9 (2). pp. 251-267. ISSN 1432-1122

2007.2: Gianluca Fusai, David Abrahams and Carlo Sgarra (2006) An exact analytical solution for discrete barrier options. Finance and Stochastics, 10 (1). pp. 1-26. ISSN 1432-1122

2006.417: Peter Neal and Gareth Roberts (2007) Optimal Scaling for Random walk Metropolis on spherically constrained target densities.

2006.364: R. A. Doney and R.A. Maller (2002) Stability of the overshoot for Lévy processes. The Annals of Probability, 30 (1). pp. 188-212. ISSN 0091-1798

2006.361: R. A. Doney (2004) Stochastic bounds for Lévy processes. The Annals of Probability, 32 (2). pp. 1545-1552. ISSN 0091-1798

2006.349: Gregory Gutin, Arash Rafiey, Anders Yeo and Michael Tso (2006) Level of repair analysis and minimum cost homomorphisms of graphs. Discrete Applied Mathematics, 154 (6). pp. 881-889. ISSN 0166-218X

2006.346: Zhen-Qing Chen and Tusheng Zhang (2002) Girsanov and Feynman-Kac type transformations for symmetric Markov processes. Annales de l'Institut Henri poincaré (B) Probability and Statistics, 38 (4). pp. 475-505. ISSN 0246-0203

2006.345: M. Deijfen, O. Haggstrom and J. Bagley (2004) A stochastic model for competing growth on Rd. Markov Processes and Related Fields, 10 (2). pp. 217-248. ISSN 1024-2953

2006.341: Frank Ball and Peter Neal (2004) Poisson approximations for epidemics with two levels of mixing. The Annals of Probability, 32 (1B). pp. 1168-1200. ISSN 0091-1798

2006.339: Erik Ekström, Svante Janson and Johan Tysk (2005) Superreplication of options on several underlying assets. Journal of Applied Probability, 42 (1). pp. 27-39. ISSN 0021-9002

2006.318: Yimin Xiao and Tusheng Zhang (2002) Local times of fractional Brownian sheet. Probability Theory and Related Fields, 124 (2). pp. 204-226. ISSN 1432-2064

2006.317: Shizan Fang and Tusheng Zhang (2003) A study of stochastic differential equations with non-Lipschitzian coefficients. Probability Theory and Related Fields, 132 (3). pp. 356-390. ISSN 1432-2064

2006.315: Jianxin Pan and Gilbert Mackenzie (2003) On modelling mean-covariance structures in longitudinal studies. Biometrika, 90 (1). pp. 239-244. ISSN 0006-3444

2006.296: Mick McCrudden (2006) The Embedding Problem for Probabilities on Locally Compact Groups. In: Probability Measures on Groups: Recent Trends and Directions. Narosa Publishing House. ISBN 81-7319-703-2

2006.276: Tony Shardlow (2004) Nucleation of waves in excitable media by noise. Multiscale Modeling and Simulation, 3 (1). pp. 151-167. ISSN 1540-3459

2006.261: Tony Shardlow (2003) Splitting for dissipative particle dynamics. SIAM Journal on Scientific Computing, 24 (4). pp. 1267-1282. ISSN 1095-7197

2006.260: Tony Shardlow (2003) Weak convergence of a numerical method for a stochastic heat equations. BIT Numerical Mathematics, 43 (1). pp. 179-193. ISSN 0385-6984

2006.217: Goran Peskir (2002) Limit at zero of the brownian first-passage density. Probability Theory and Related Fields, 124 (1). pp. 100-111. ISSN 1432-2064

2006.216: Goran Peskir (2003) On the diffusion coefficient: The Einstein relation and beyond. Stochastic Models, 19 (3). pp. 383-405. ISSN 1532-4214

2006.215: Goran Peskir (2005) A change-of-variable formula with local time on curves. Journal of Theoretical Probability, 18 (3). pp. 499-535. ISSN 1572-9230

2006.213: Goran Peskir (2005) On the American option problem. Mathematical Finance, 15 (1). pp. 169-181. ISSN 0960-1627

2006.212: Georgi N. Boshnakov (2004) On Some Concepts of Residuals. Pliska Studia Mathematica Bulgarica, 16. pp. 23-33. ISSN 0204-9805

2006.211: Georgi N. Boshnakov (2003) Confidence characteristics of distributions. Statistics and Probability Letters, 63 (4). pp. 353-360. ISSN 0167-7152

2006.210: Georgi N. Boshnakov (2002) Multi-companion matrices. Linear Algebra and its Applications, 354 (1-3). pp. 53-53. ISSN 0024-3795

2006.209: Georgi N. Boshnakov (2005) On the asymptotic properties of multivariate sample autocovariances. Journal of Multivariate Analysis, 92 (1). pp. 42-52. ISSN 0047-259X

2006.207: Sergei Fedotov and Yuki Okuda (2002) Non-markovian random processes and travelling fronts in a reaction-transport system with memory and long-range interactions. Physical Review E, 66. 021113. ISSN 1539-3755

2006.206: Sergei Fedotov and Vicenç Mèndez (2002) Continuous-time random walks and travelling fronts. Physical Review E, 66. 030102. ISSN 1539-3755

2006.205: Sergei Fedotov (2003) Non-normal and stochastic amplification of magnetic energy in the turbulent dynamo: subcritical case. Physical Review E, 68. 067301. ISSN 1539-3755

2006.204: Sergei Fedotov (2001) Front propogation into an unstable state of reaction-transport system. Physical Review Letters, 86 (5-9). pp. 926-929. ISSN 0031-9007

2006.131: Erik Ekström (2004) Properties of American option prices. Stochastic Processes and their Applications, 114 (2). pp. 265-278. ISSN 0304-4149

2006.78: Erik Ekström and Stephane Villeneuve (2006) On the Value of Optimal Stopping Games.

2006.74: Erik Ekström and Johan Tysk (2006) Properties of Option Prices in a Jump Diffusion Model.

2006.59: R. A. Doney and R. A. Maller (2006) Almost Sure Relative Stability of the Overshoot of Power Law Boundaries.

2006.58: R. A. Doney and A. E. Kyprianou (2006) Overshoots and undershoots of Lèvy processes. Annals of Applied Probability, 16 (1). pp. 91-106. ISSN 1050-5164

2006.57: Michael Rockner and Tusheng Zhang (2006) Stochastic Evolution Equations Driven by Compensated Poisson Measures: Existence, Uniqueness and Large Deviation Estimates.

2006.54: Bernt Oksendal, Frank Proske and Tusheng Zhang (2006) Backward Stochastic Partial Differential Equations with Jumps and Application to Optimal Control of Random Jump Fields.

2006.53: Shizan Fang and Tusheng Zhang (2006) Isotropic Flow of Homeomorphisms on S^d with Respect to the Metric H^{(d+2)/2}.

2006.52: A. Bryn-Jones and R. A. Doney (2006) A Functional Limit Theorem for Random Walk Conditioned to Stay Non-negative.

2006.51: L. Chaumont and R.A. Doney (2006) On Levy Processes Conditioned to Stay Positive.

2006.50: Ron Doney and Ross Maller (2006) Curve Crossing for the Reflected Process.

2006.47: Pete Neal (2006) Stochastic and Deterministic Analysis of SIS Household Epidemics.

2006.35: S Rao Jammalamadaka, T Subba Rao and Gyorgy Terdik (2006) Higher Order Cumulants of Random Vectors and Applications to Statistical Inference and Time Series.

2006.31: Goran Peskir (2006) On Reflecting Brownian Motion with Drift. In: Symp. Stoch. Syst., 2005, Osaka.

2006.30: Jacques du Toit and Goran Peskir (2007) The Trap of Complacency in Predicting the Maximum. Ann. Probability, 35. pp. 340-365.

2006.24: Peter Neal (2006) Multitype randomised Reed-Frost epidemics and epidemics upon random graphs.

2006.20: D. S. Broomhead and Nikita Sidorov (2004) Mutual information and capacity of a linear digital channel. Nonlinearity, 17 (6). pp. 2203-2223. ISSN 1361-6544

2006.17: J. Stark, D. S. Broomhead, M. E. Davies and J. Huke (2003) Delay Embeddings for Forced Systems. II. Stochastic Forcing. Journal of Nonlinear Science, 13 (6). pp. 519-577. ISSN 1432-1467

2006.3: Gabriel Lord and Tony Shardlow (2006) Post processing for stochastic parabolic partial differential equations.

2006.2: Evelyn Buckwar, Rachel Kuske, Salah-Eldin Mohammed and Tony Shardlow (2006) The Weak Euler Scheme for Stochastic Differential Delay Equations.

2006.1: Hagen Gilsing and Tony Shardlow (2006) SDELab: stochastic differential equations with MATLAB.

2005.49: CTJ Dodson (2005) Topics in Information Geometry. In: Workshop on Recent Results in Information Geometry, 13-19 Dec 2005, Santiago de Compostela, Spain.

2005.42: Khadiga Arwini and CTJ Dodson (2007) Neighbourhoods of independence and associated geometry in manifolds of bivariate Gaussians and Freund distributions. Central European Journal of Mathematics, 51. pp. 50-83. ISSN 1644-3616

This list was generated on Fri Nov 21 12:35:24 GMT 2014.