Search results
- 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 - 2.0506795 - 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 - 3.0494316 - 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 - 4.0490719 - 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 - 5.0464455 - 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 - 6.0462694 - 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