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Martingale Limit Theory and Its Application
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The article was published on 2014-09-23 and is currently open access. It has received 3075 citations till now. The article focuses on the topics: Local martingale & Doob's martingale inequality.read more
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Branching Markov processes and related asymptotics
S.Y. Hwang,I. V. Basawa +1 more
TL;DR: The law of large numbers and a central limit theorem for the BMP are established and the new class of models is referred to as the branching Markov process (BMP).
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A stochastic telegraph equation from the six-vertex model
Alexei Borodin,Vadim Gorin +1 more
TL;DR: In this paper, a stochastic telegraph equation is defined by adding a random inhomogeneity to the classical (second order linear hyperbolic) telegraph differential equation, and solutions to their equation are two-dimensional random Gaussian fields.
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Exotic states in long-range spin glasses
TL;DR: In this article, it was shown that for any temperature T < ∞, there is a Gibbs state supported entirely on (infinite volume) spin configurations which differ from the ground state atfinitely many sites.
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Binary Time Series Modeling With Application to Adhesion Frequency Experiments
TL;DR: A binary time series model incorporating random effects is developed and a goodness-of-fit statistic is introduced to assess the adequacy of distribution assumptions on the dependent binary data with random effects.
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Minimum Hellinger distance estimation for supercritical Galton–Watson processes
TL;DR: In this article, the authors studied the asymptotic behavior of the minimum Hellinger distance estimator of the underlying parameter in a supercritical branching process whose offspring distribution is known to belong to a parametric family.