Stochastic Recurrences and their Applications to the Analysis of Partition-Valued Processes

O. Marynych

Research output: ThesisDoctoral thesis 2 (Research NOT UU / Graduation UU)

Abstract

The thesis consists of two parts. In the first part (Chapter 1) a new technique is developed for the asymptotic analysis of the moments of linear random recurrences, and some general results are presented for the absorption times of non-increasing Markov chains. In the second part (Chapters 2 and 3) we establish new results for two models where linear distributional recurrences occur: these are the stick-breaking partitions (Chapter 2) and exchangeable coalescents (Chapter 3).
Original languageEnglish
QualificationDoctor of Philosophy
Awarding Institution
  • Utrecht University
Supervisors/Advisors
  • Fernandez, R., Primary supervisor
  • Iksanov, A., Supervisor, External person
  • Gnedin, A.V., Co-supervisor
Award date6 Jun 2011
Publisher
Print ISBNs978-90-393-5577-0
Publication statusPublished - 6 Jun 2011

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