A dice game, a multinomial walk, and the inverted Dirichlet distribution
Fuente:
arXiv
Saved in:
| Main Authors: | Leobacher, Gunther, Steinicke, Alexander |
|---|---|
| Format: | Preprint |
| Published: |
2026
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
On the limit law of the superdiffusive elephant random walk
by: Guérin, Hélène, et al.
Published: (2024)
by: Guérin, Hélène, et al.
Published: (2024)
Generalized Fractional Risk Process
by: Soni, Ritik, et al.
Published: (2024)
by: Soni, Ritik, et al.
Published: (2024)
Distribution of shifted discrete random walk generated by distinct random variables and applications in ruin theory
by: Gervė, Simonas, et al.
Published: (2022)
by: Gervė, Simonas, et al.
Published: (2022)
A fixed-point equation approach for the superdiffusive elephant random walk
by: Guérin, Hélène, et al.
Published: (2023)
by: Guérin, Hélène, et al.
Published: (2023)
A geometric model of synthetic filtrations via context-dependent time
by: Adachi, Takanori
Published: (2025)
by: Adachi, Takanori
Published: (2025)
Sinaĭ excursions: An analogue of Sparre Andersen's formula for the area process of a random walk
by: Donderwinkel, Serte, et al.
Published: (2024)
by: Donderwinkel, Serte, et al.
Published: (2024)
Extensions of Panjer's recursion for mixed compound distributions
by: Tzaninis, Spyridon M., et al.
Published: (2024)
by: Tzaninis, Spyridon M., et al.
Published: (2024)
Probability Trees
by: Mejía, Diego A., et al.
Published: (2025)
by: Mejía, Diego A., et al.
Published: (2025)
A Unified Approach to Beta Moments, Combinatorial Identities, and Random Walks
by: Pandey, Puja, et al.
Published: (2026)
by: Pandey, Puja, et al.
Published: (2026)
Multivariate Tempered Space-Fractional Negative Binomial Process and Risk Models with Shocks
by: Pathak, Ashok Kumar, et al.
Published: (2024)
by: Pathak, Ashok Kumar, et al.
Published: (2024)
Properties of the entropic risk measure EVaR in relation to selected distributions
by: Mishura, Yuliya, et al.
Published: (2024)
by: Mishura, Yuliya, et al.
Published: (2024)
Exact asymptotics of the ruin probability in the Sparre Andersen model
by: Promyslov, Platon
Published: (2026)
by: Promyslov, Platon
Published: (2026)
The limit law of certain discrete multivariate distributions
by: Grigutis, Andrius, et al.
Published: (2024)
by: Grigutis, Andrius, et al.
Published: (2024)
Phase transitions of composition schemes: Mittag-Leffler and mixed Poisson distributions
by: Banderier, Cyril, et al.
Published: (2021)
by: Banderier, Cyril, et al.
Published: (2021)
Non-zero-sum optimal stopping game with continuous versus periodic exercise opportunities
by: Pérez, José Luis, et al.
Published: (2021)
by: Pérez, José Luis, et al.
Published: (2021)
On distributional limit laws for recurrence
by: Holland, Mark, et al.
Published: (2024)
by: Holland, Mark, et al.
Published: (2024)
Some probabilistic properties and time-changed versions of a renewal process based on Mittag-Leffler waiting times
by: Khandakar, Mostafizar, et al.
Published: (2026)
by: Khandakar, Mostafizar, et al.
Published: (2026)
Ruin probability for renewal risk models with neutral net profit condition
by: Grigutis, Andrius, et al.
Published: (2023)
by: Grigutis, Andrius, et al.
Published: (2023)
On the exact survival probability by setting discrete random variables in E. Sparre Andersen's model
by: Grigutis, Andrius
Published: (2023)
by: Grigutis, Andrius
Published: (2023)
The predicable dance of random walk: local limit theorems on finitely-generated abelian groups
by: Randles, Evan, et al.
Published: (2025)
by: Randles, Evan, et al.
Published: (2025)
Convergence to Stable Laws and a Local Limit Theorem for Products of Positive Random Matrices
by: Mei, Jianzhang, et al.
Published: (2025)
by: Mei, Jianzhang, et al.
Published: (2025)
Rough PDEs for local stochastic volatility models
by: Bank, Peter, et al.
Published: (2023)
by: Bank, Peter, et al.
Published: (2023)
Stationary switching random walks
by: Vysotsky, Vladislav
Published: (2024)
by: Vysotsky, Vladislav
Published: (2024)
Mean-field games with rough common noise: the linear-quadratic case
by: Friz, Peter K., et al.
Published: (2026)
by: Friz, Peter K., et al.
Published: (2026)
On the saddle point of a zero-sum stopper vs. singular-controller game
by: Bovo, Andrea, et al.
Published: (2024)
by: Bovo, Andrea, et al.
Published: (2024)
Nash equilibria for dividend distribution with competition
by: De Angelis, Tiziano, et al.
Published: (2023)
by: De Angelis, Tiziano, et al.
Published: (2023)
Unparalleled instances of prolifickness, random walks, and square root boundaries
by: Gerhold, Stefan, et al.
Published: (2025)
by: Gerhold, Stefan, et al.
Published: (2025)
An explicit Wishart moment formula for the product of two disjoint principal minors
by: Genest, Christian, et al.
Published: (2024)
by: Genest, Christian, et al.
Published: (2024)
Fake stationary rough Heston volatility: Microstructure-inspired foundations
by: Gnabeyeu, Emmanuel, et al.
Published: (2026)
by: Gnabeyeu, Emmanuel, et al.
Published: (2026)
Fast and explicit European option pricing under tempered stable processes
by: Agazzotti, Gaetano, et al.
Published: (2025)
by: Agazzotti, Gaetano, et al.
Published: (2025)
Identification of the residual term in multiplicative self-decomposition using Fox $H$-functions
by: da Silva, José Luís, et al.
Published: (2025)
by: da Silva, José Luís, et al.
Published: (2025)
A Markov approach to credit rating migration conditional on economic states
by: Kalkbrener, Michael, et al.
Published: (2024)
by: Kalkbrener, Michael, et al.
Published: (2024)
Cutoff for random walk on random graphs with a community structure
by: Hermon, Jonathan, et al.
Published: (2022)
by: Hermon, Jonathan, et al.
Published: (2022)
An Optimal Periodic Dividend and Risk Control Problem for an Insurance Company
by: Kelbert, Mark, et al.
Published: (2023)
by: Kelbert, Mark, et al.
Published: (2023)
Composition schemes: q-enumerations and phase transitions
by: Banderier, Cyril, et al.
Published: (2023)
by: Banderier, Cyril, et al.
Published: (2023)
Higher-order ATM asymptotics for the CGMY model via the characteristic function
by: Hoffmeyer, Allen, et al.
Published: (2026)
by: Hoffmeyer, Allen, et al.
Published: (2026)
Gaussian Cumulative Prospect Theory
by: Motte, Mederic
Published: (2025)
by: Motte, Mederic
Published: (2025)
Gaussian free fields on Hamming graphs and lattice spin systems
by: Mano, Shuhei
Published: (2025)
by: Mano, Shuhei
Published: (2025)
Stationary entrance chains and applications to random walks
by: Mijatovic, Aleksandar, et al.
Published: (2024)
by: Mijatovic, Aleksandar, et al.
Published: (2024)
Simulating Simple Random Walks With a Deck of Cards
by: Alves, Raphael, et al.
Published: (2024)
by: Alves, Raphael, et al.
Published: (2024)
Similar Items
-
On the limit law of the superdiffusive elephant random walk
by: Guérin, Hélène, et al.
Published: (2024) -
Generalized Fractional Risk Process
by: Soni, Ritik, et al.
Published: (2024) -
Distribution of shifted discrete random walk generated by distinct random variables and applications in ruin theory
by: Gervė, Simonas, et al.
Published: (2022) -
A fixed-point equation approach for the superdiffusive elephant random walk
by: Guérin, Hélène, et al.
Published: (2023) -
A geometric model of synthetic filtrations via context-dependent time
by: Adachi, Takanori
Published: (2025)