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  • Search: subject:"branching processes"
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Branching processes 19 branching processes 7 Immigration 6 Branching Processes 4 Markov chain 4 Markov processes 4 Markov-Kette 4 Theorie 4 Theory 4 Bisexual branching processes 3 Large deviations 3 Stochastic process 3 Stochastischer Prozess 3 forecasting 3 online marketing 3 viral marketing 3 word of mouth 3 Bubble 2 Commodities 2 Endogeneity 2 Multitype 2 Oil 2 Population-size dependent processes 2 Random difference equations 2 Reflexivity 2 Regime shift 2 Regular variation 2 Scale function 2 Self-excitation 2 Stochastic fixed-point equations 2 Supercritical 2 Weighted branching processes 2 branching processes varying environments 2 maximum likelihood estimators 2 62M99 Branching processes Markov processes Law of large numbers Central limit theorem Conditional exponential family Least squares Quasilikelihood and maximum likelihood estimation 1 62P10 secondary 1 American options 1 BRANCHING PROCESSES 1 Basic Reproduction Number 1 Bayesian inference 1
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Online availability
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Undetermined 45 Free 3
Type of publication
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Article 47 Book / Working Paper 2
Type of publication (narrower categories)
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Article in journal 7 Aufsatz in Zeitschrift 7 research-article 1 review-article 1
Language
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Undetermined 40 English 9
Author
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Molina, Manuel 3 Olvera-Cravioto, Mariana 3 Ramos, Alfonso 3 Athreya, K.B. 2 Bicchetti, David 2 Biggins, J. D. 2 D'Souza, J. C. 2 Filimonov, Vladimir 2 González, Miguel 2 Ma, Chunhua 2 Martínez, Rodrigo 2 Maystre, Nicolas 2 Mota, Manuel 2 Shaked, Moshe 2 Sornette, Didier 2 Afanasyev, V. I. 1 Aldous, David 1 Andergassen, Rainer 1 Andoni, Alexandr 1 Atanasov, Dimitar 1 Basawa, I.V. 1 Berestycki, J. 1 Bruggen, G.H. van 1 Bruggen, Gerrit van 1 Chu, Weijuan 1 Daskalakis, Constantinos 1 Decrouez, Geoffrey 1 Duhalde, Xan 1 Duquesne, Thomas 1 Döring, L. 1 Eliashberg, Eliashberg, J. 1 Eliashberg, J. 1 Eliashberg, Jehoshua 1 Etessami, Kousha 1 Foo, Jasmine 1 Foucart, Clément 1 González, M. 1 Guo, Hongsong 1 HARDING, KARIN 1 Hambly, Ben 1
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Institution
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Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam. 1 Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam 1
Published in...
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Stochastic Processes and their Applications 17 TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 7 Statistics & Probability Letters 4 Mathematics of operations research 3 Stochastics and Quality Control 3 Physica A: Statistical Mechanics and its Applications 2 Annals of the Institute of Statistical Mathematics 1 ERIM Report Series Research in Management 1 Energy economics 1 International journal of theoretical and applied finance 1 Journal of International Money and Finance 1 Journal of Multivariate Analysis 1 Journal of international money and finance 1 Marketing Science 1 Mathematical Population Studies 1 Research Paper / Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam. 1 Statistical Inference for Stochastic Processes 1 Structural change and economic dynamics : SC+ED 1 Вестник Волгоградского государственного университета. Серия 3: Экономика. Экология 1
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Source
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RePEc 39 ECONIS (ZBW) 7 Other ZBW resources 3
Showing 41 - 49 of 49
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Internal avalanches and restructuring in granular media
Krishnamurthy, S.; Loreto, V.; Herrmann, H.J.; Roux, S. - In: Physica A: Statistical Mechanics and its Applications 270 (1999) 1, pp. 89-96
We study the phenomenon of internal avalanching within the context of recently proposed “Tetris” lattice models for granular media. We consider a packing of particles subjected to two different dynamics. In the first case, we arrest the system at different instances during an “aging”...
Persistent link: https://www.econbiz.de/10011063008
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Exponential families with variance functions in<InlineEquation ID="IE1"> <EquationSource Format="TEX"> $$\sqrt {\Delta P} (\sqrt \Delta )$$ </EquationSource> </InlineEquation>: Seshadri’s class: Seshadri’s class
Kokonendji, Célestin - In: TEST: An Official Journal of the Spanish Society of … 3 (1994) 2, pp. 123-172
Persistent link: https://www.econbiz.de/10005613239
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Stability equations for processes with stationary independent increments using branching processes and Poisson mixtures
van Harn, K.; Steutel, F.W. - In: Stochastic Processes and their Applications 45 (1993) 2, pp. 209-230
directions. Most importantly, a generalized multiplication operation is used in which subcritical branching processes, both with …
Persistent link: https://www.econbiz.de/10008873592
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The supercritical Galton-Watson process in varying environments--Seneta-Heyde norming
Biggins, J. D.; D'Souza, J. C. - In: Stochastic Processes and their Applications 48 (1993) 2, pp. 237-249
A natural sufficient condition is given for a Galton-Watson process in a varying environment to have a single rate of growth that obtains throughout the survival set of the process. In the homogeneous process the growth rate is provided by the usual Seneta-Heyde norming.
Persistent link: https://www.econbiz.de/10008873886
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Asymptotic [Gamma]-distribution for stochastic difference equations
Kersting, Götz - In: Stochastic Processes and their Applications 40 (1992) 1, pp. 15-28
We study asymptotic properties of non-negative random variables Xn, n[greater-or-equal, slanted]0, satisfying the recursion . If the functions g(x) and [sigma]2(x) are properly balanced at infinity, Xn is asymptotically [Gamma]-distributed in a suitable scale. This result contains several known...
Persistent link: https://www.econbiz.de/10008874549
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The supercritical Galton-Watson process in varying environments
D'Souza, J. C.; Biggins, J. D. - In: Stochastic Processes and their Applications 42 (1992) 1, pp. 39-47
Let {Zn} be a supercritical Galton-Watson process in varying environments. It is known that Zn when normed by its mean EZn converges almost surely to a finite random variable W. It is possible, however, for such a process to exhibit more than one rate of growth so that in particular {W 0} need...
Persistent link: https://www.econbiz.de/10008873695
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The 'birth-and-assassination' process
Aldous, David; Krebs, William B. - In: Statistics & Probability Letters 10 (1990) 5, pp. 427-430
A new variant of a branching process is introduced, with sufficient conditions for it to persist and to die out. The model is applied to discuss the asymptotic stability of a new type of queuing process.
Persistent link: https://www.econbiz.de/10005223029
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Parametric stochastic convexity and concavity of stochastic processes
Shaked, Moshe; Shanthikumar, J. - In: Annals of the Institute of Statistical Mathematics 42 (1990) 3, pp. 509-531
Persistent link: https://www.econbiz.de/10005169209
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Temporal stochastic convexity and concavity
Shaked, Moshe; Shanthikumar, J. George - In: Stochastic Processes and their Applications 27 (1987), pp. 1-20
convexity and concavity in reliability theory, queueing theory, branching processes and record values are given. Finally an …
Persistent link: https://www.econbiz.de/10008875309
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