Publications related to Predicting The Ultimate Supremum Of A Stable Levy Process With No Negative Jumps

Related publications (7)

Packing the Boolean lattice with copies of a poset

The Boolean lattice (2[n],subset of) is the family of all subsets of [n]={1,MIDLINE HORIZONTAL ELLIPSIS,n}, ordered by inclusion. Let P be a partially ordered set. We prove that if n is sufficiently large, then there exists a packing P of copies of P in (2 ...

WILEY2020

Multilevel Monte Carlo methods for stochastic elliptic multiscale PDEs

Assyr Abdulle

In this paper Monte Carlo finite element approximations for elliptic homogenization problems with random coefficients, which oscillate on n is an element of N a priori known, separated microscopic length scales, are considered. The convergence of multileve ...

2013

Direct observation of the full transition from ballistic to diffusive Brownian motion in a liquid

Sylvia Jeney, Branimir Lukic

At timescales once deemed immeasurably small by Einstein, the random movement of Brownian particles in a liquid is expected to be replaced by ballistic motion. So far, an experimental verification of this prediction has been out of reach due to a lack of i ...

2011

On the scaling of polar codes: II. The behavior of un-polarized channels

Rüdiger Urbanke, Seyed Hamed Hassani

We provide upper and lower bounds on the escape rate of the Bhattacharyya process corresponding to polar codes where transmission takes place over the the binary erasure channel. More precisely, we bound the exponent of the number of sub-channels whose Bha ...

IEEE2010

Comparative study of ecohydrological streamflow probability distributions

Andrea Rinaldo, Enrico Bertuzzo, Serena Ceola

We run a comparative study of ecohydrological models of streamflow probability distributions (pdfs), p(Q), derived by Botter et al. (2007a, 2009), against field data gathered in different hydrological contexts. Streamflows measured in several catchments ac ...

American Geophysical Union2010

Innovation modelling and wavelet analysis of fractal processes in bio-imaging

Michaël Unser, Dimitri Nestor Alice Van De Ville, Pouya Dehghani Tafti

Growth and form in biology are often associated with some level of fractality. Fractal characteristics have also been noted in a number of imaging modalities. These observations make fractal modelling relevant in the context of bio-imaging. ...

Ieee Service Center, 445 Hoes Lane, Po Box 1331, Piscataway, Nj 08855-1331 Usa2008

An optimal prediction problem in financial modelling

The subject of the present thesis is an optimal prediction problem concerning the ultimate maximum of a stable Lévy process over a finite interval of time. Such "optimal prediction" problems are of both theoretical and practical interest, in particular the ...

EPFL2007