Search results

  1. 1.
    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
     
     
  2. 2.
    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
     
     
  3. 3.
    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
     
     
  4. 4.
    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
     
     
  5. 5.
    0464455 - ÚTIA 2017 RIV US eng J - Journal Article
    Fajfrová, Lucie - Gobron, T. - Saada, E.
    Invariant measures of mass migration processes.
    Electronic Journal of Probability. Roč. 21, č. 1 (2016), s. 1-52, č. článku 60. ISSN 1083-6489. E-ISSN 1083-6489
    R&D Projects: GA ČR GAP201/12/2613; GA ČR(CZ) GA16-15238S
    Institutional support: RVO:67985556
    Keywords : interacting particle systems * product invariant measures * zero range process * target process * mass migration process * condensation
    Subject RIV: BA - General Mathematics
    Impact factor: 0.904, year: 2016
    http://library.utia.cas.cz/separaty/2016/SI/fajfrova-0464455.pdf
    Permanent Link: http://hdl.handle.net/11104/0263948
     
     
  6. 6.
    0462694 - ÚTIA 2019 RIV DE eng J - Journal Article
    Swart, Jan M.
    A simple proof of exponential decay of subcritical contact processes.
    Probability Theory and Related Fields. Roč. 170, 1-2 (2018), s. 1-9. ISSN 0178-8051. E-ISSN 1432-2064
    R&D Projects: GA ČR(CZ) GA16-15238S
    Institutional support: RVO:67985556
    Keywords : subcritical contact process * sharpness of the phase transition * eigenmeasure
    OECD category: Pure mathematics
    Impact factor: 2.448, year: 2018
    http://library.utia.cas.cz/separaty/2016/SI/swart-0462694.pdf
    Permanent Link: http://hdl.handle.net/11104/0262360
     
     


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