Search results
- 1.0572568 - ÚTIA 2024 RIV US eng J - Journal Article
Latz, Jan Niklas - Swart, Jan M.
Applying monoid duality to a double contact process.
Electronic Journal of Probability. Roč. 28, č. 1 (2023), č. článku 70. ISSN 1083-6489. E-ISSN 1083-6489
R&D Projects: GA ČR GA20-08468S
Institutional support: RVO:67985556
Keywords : interacting particle system * duality * contact process * annihilating branching process * cancellative contact process * monoid
OECD category: Statistics and probability
Impact factor: 1.4, year: 2022
Method of publishing: Open access
http://library.utia.cas.cz/separaty/2023/SI/swart-0572568.pdf https://projecteuclid.org/journals/electronic-journal-of-probability/volume-28/issue-none/Applying-monoid-duality-to-a-double-contact-process/10.1214/23-EJP961.full
Permanent Link: https://hdl.handle.net/11104/0343224 - 2.0572566 - ÚTIA 2024 RIV CH eng J - Journal Article
Latz, Jan Niklas - Swart, Jan M.
Commutative monoid duality.
Journal of Theoretical Probability. Roč. 36, č. 2 (2023), s. 1088-1115. ISSN 0894-9840. E-ISSN 1572-9230
R&D Projects: GA ČR GA20-08468S
Institutional support: RVO:67985556
Keywords : interacting particle system * duality * monoid * semiring
OECD category: Statistics and probability
Impact factor: 0.8, year: 2022
Method of publishing: Open access
http://library.utia.cas.cz/separaty/2023/SI/swart-0572566.pdf https://link.springer.com/article/10.1007/s10959-022-01197-7
Permanent Link: https://hdl.handle.net/11104/0343226 - 3.0563793 - ÚTIA 2023 RIV US eng J - Journal Article
Ráth, B. - Swart, Jan M. - Szőke, M.
A phase transition between endogeny and nonendogeny.
Electronic Journal of Probability. Roč. 27, č. 1 (2022), č. článku 145. ISSN 1083-6489. E-ISSN 1083-6489
R&D Projects: GA ČR GA20-08468S
Institutional support: RVO:67985556
Keywords : frozen percolation * recursive distributional equation * recursive tree process * endogeny
OECD category: Statistics and probability
Impact factor: 1.4, year: 2022
Method of publishing: Open access
http://library.utia.cas.cz/separaty/2022/SI/swart-0563793.pdf https://dx.doi.org/10.1214/22-EJP872
Permanent Link: https://hdl.handle.net/11104/0336405 - 4.0546728 - ÚTIA 2022 RIV US eng J - Journal Article
Ráth, B. - Swart, Jan M. - Terpai, T.
Frozen percolation on the binary tree is nonendogenous.
Annals of Probability. Roč. 49, č. 5 (2021), s. 2272-2316. ISSN 0091-1798
R&D Projects: GA ČR(CZ) GA19-07140S
Institutional support: RVO:67985556
Keywords : frozen percolation * self-organised criticality * recursive distributional equation * recursive tree process * endogeny * near-critical percolation * branching process
OECD category: Statistics and probability
Impact factor: 2.288, year: 2021
Method of publishing: Limited access
http://library.utia.cas.cz/separaty/2021/SI/swart-0546728.pdf https://projecteuclid.org/journals/annals-of-probability/volume-49/issue-5/Frozen-percolation-on-the-binary-tree-is-nonendogenous/10.1214/21-AOP1507.short
Permanent Link: http://hdl.handle.net/11104/0323442 - 5.0534730 - ÚTIA 2022 RIV NL eng J - Journal Article
Sun, R. - Swart, Jan M. - Yu, J.
An invariance principle for biased voter model interfaces.
Bernoulli. Roč. 27, č. 1 (2021), s. 615-636. ISSN 1350-7265. E-ISSN 1573-9759
R&D Projects: GA ČR(CZ) GA19-07140S
Institutional support: RVO:67985556
Keywords : biased voter model * branching and coalescing random walks * interface tightness * invariance principle
OECD category: Statistics and probability
Impact factor: 1.822, year: 2021
Method of publishing: Limited access
http://library.utia.cas.cz/separaty/2020/SI/swart-0534730.pdf https://projecteuclid.org/journals/annals-of-probability/volume-6/issue-2/Stopping-Times-and-Tightness/10.1214/aop/1176995579.full
Permanent Link: http://hdl.handle.net/11104/0313195 - 6.0524245 - ÚTIA 2021 RIV NL eng J - Journal Article
Mach, Tibor - Sturm, A. - Swart, Jan M.
Recursive tree processes and the mean-field limit of stochastic flows.
Electronic Journal of Probability. Roč. 25, č. 1 (2020), č. článku 61. ISSN 1083-6489. E-ISSN 1083-6489
R&D Projects: GA ČR(CZ) GA16-15238S
Institutional support: RVO:67985556
Keywords : mean-field limit * recursive tree process * recursive distributional equation * endogeny * interacting particle systems * cooperative branching
OECD category: Statistics and probability
Impact factor: 1.151, year: 2020
Method of publishing: Open access
http://library.utia.cas.cz/separaty/2020/SI/swart-0524245.pdf https://projecteuclid.org/journals/electronic-journal-of-probability/volume-25/issue-none/Recursive-tree-processes-and-the-mean-field-limit-of-stochastic/10.1214/20-EJP460.full
Permanent Link: http://hdl.handle.net/11104/0308916 - 7.0506795 - ÚTIA 2020 RIV US eng J - Journal Article
Sun, R. - Swart, Jan M. - Yu, J.
Equilibrium interfaces of biased voter models.
Annals of Applied Probability. Roč. 29, č. 4 (2019), s. 2556-2593. ISSN 1050-5164
R&D Projects: GA ČR(CZ) GA16-15238S
Institutional support: RVO:67985556
Keywords : biased voter model * interface tightness * branching and coalescing random walks
OECD category: Pure mathematics
Impact factor: 1.537, year: 2019
Method of publishing: Limited access
http://library.utia.cas.cz/separaty/2019/SI/swart-0506795.pdf https://projecteuclid.org/euclid.aoap/1563869050
Permanent Link: http://hdl.handle.net/11104/0297991 - 8.0496577 - ÚTIA 2019 RIV GB eng J - Journal Article
Peržina, V. - Swart, Jan M.
How much market making does a market need?
Journal of Applied Probability. Roč. 55, č. 3 (2018), s. 667-681. ISSN 0021-9002. E-ISSN 1475-6072
R&D Projects: GA ČR(CZ) GA15-08819S
Institutional support: RVO:67985556
Keywords : continuous double auction * limit order book * Stigler-Luckock model * rank-based Markov chain
OECD category: Pure mathematics
Impact factor: 0.610, year: 2018
http://library.utia.cas.cz/separaty/2018/SI/swart-0496577.pdf
Permanent Link: http://hdl.handle.net/11104/0289345 - 9.0494316 - ÚTIA 2019 IT eng J - Journal Article
Mach, Tibor - Sturm, A. - Swart, Jan M.
A new characterization of endogeny.
Mathematical Physics, Analysis and Geometry. Roč. 21, č. 4 (2018), č. článku 30. ISSN 1385-0172. E-ISSN 1572-9656
R&D Projects: GA ČR(CZ) GA16-15238S
Institutional support: RVO:67985556
Keywords : Recursive tree process * endogeny
OECD category: Pure mathematics
Impact factor: 1.071, year: 2018
http://library.utia.cas.cz/separaty/2018/SI/swart-0494316.pdf
Permanent Link: http://hdl.handle.net/11104/0288959 - 10.0490719 - ÚTIA 2019 RIV US eng J - Journal Article
Swart, Jan M.
Rigorous results for the Stigler-Luckock model for the evolution of an order book.
Annals of Applied Probability. Roč. 28, č. 3 (2018), s. 1491-1535. ISSN 1050-5164
R&D Projects: GA ČR(CZ) GA16-15238S; GA ČR GAP201/12/2613
Institutional support: RVO:67985556
Keywords : Continuous double auction * order book * rank-based Markov chain * self-organized criticality * Stigler-Luckock model * market microstructure
OECD category: Pure mathematics
Impact factor: 1.703, year: 2018
http://library.utia.cas.cz/separaty/2018/SI/swart-0490719.pdf
Permanent Link: http://hdl.handle.net/11104/0285272