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references.bib
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references.bib
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@article{cox1989,
title = {Coalescing Random Walks and Voter Model Consensus Times on the Torus in Zd},
author = {J.T. Cox},
journal = {The Annals of Probability},
year = {1989},
volume = {17},
number = {4},
month = {10},
pages = {1333-1366},
url = {https://www.jstor.org/stable/2244439}
}
@article{Asmussen1996,
ISSN = {03036898, 14679469},
URL = {http://www.jstor.org/stable/4616418},
abstract = {Estimation from sample data and density approximation with phase-type distributions are considered. Maximum likelihood estimation via the EM algorithm is discussed and performed for some data sets. An extended EM algorithm is used to minimize the information divergence (maximize the relative entropy) in the density approximation case. Fits to Weibull, log normal, and Erlang distributions are used as illustrations of the latter.},
author = {Søren Asmussen and Olle Nerman and Marita Olsson},
journal = {Scandinavian Journal of Statistics},
number = {4},
pages = {419--441},
publisher = {[Board of the Foundation of the Scandinavian Journal of Statistics, Wiley]},
title = {Fitting Phase-Type Distributions via the EM Algorithm},
volume = {23},
year = {1996}
}
@article{schapira2017,
title = {Extinction time for the contact process on general graphs},
author = {Bruno Schapira and Daniel Valesin},
year = {2017},
url = {https://link.springer.com/article/10.1007/s00440-016-0742-0},
journal = {Probability Theory and Related Fields},
volume = {169},
month = {10},
pages = {871–899},
}
@misc{mourrat2014phase,
title={Phase transition of the contact process on random regular graphs},
author={Jean-Christophe Mourrat and Daniel Valesin},
year={2014},
eprint={1405.0865},
archivePrefix={arXiv},
primaryClass={math.PR}
}
@article{maier1992,
title = {A Closure Characterisation of Phase-Type Distributions},
author = {Robert S. Maier and Colm Art O'Cinneide},
journal = {Journal of Applied Probability},
year = {1992},
volume = {29},
number = {1},
month = {3},
pages = {92-103},
url = {https://www.jstor.org/stable/3214794}
}
@Article{actuar2008,
title = {actuar: An R Package for Actuarial Science},
author = {Christophe Dutang and Vincent Goulet and Mathieu Pigeon},
journal = {Journal of Statistical Software},
year = {2008},
volume = {25},
number = {7},
pages = {38},
url = {http://www.jstatsoft.org/v25/i07},
}
@phdthesis{mle_phase_type2011,
title = "Maximum likelihood estimation of phase-type distributions",
author = "Esparza, {Luz Judith R}",
year = "2011",
language = "English",
series = "IMM-PHD-2010-245",
publisher = "Technical University of Denmark",
school = "Technical University of Denmark"
}
@book{Liggett1999,
author = {Liggett, Thomas M.},
title = {Stochastic Interacting Systems: Contact, Voter and Exclusion Processes},
year = {1999},
url = {https://www.springer.com/gp/book/9783540659952},
publisher = {Springer-Verlag Berlin Heidelberg}
}
@article{Liggett2002,
author = {Liggett, Thomas M.},
journal = {School and conference on probability theory},
title = {Interacting Particle Systems - An Introduction},
url = {http://users.ictp.it/~pub_off/lectures/lns017/Liggett/Liggett.pdf},
year = 2002
}
@article{geom_stable_laws,
author = {Kozubowski, Tomasz and Podgorski, Krzysztof},
year = {1999},
month = {12},
pages = {241-257},
title = {Geometric stable laws through series representations},
volume = {25},
}
@book{grimmett2001,
author = {Grimmett, Geoffrey and Stirzaker, David},
publisher = {Oxford University Press},
title = {Probability and random processes},
year = 2001
}
@article{neuts1975,
author = {Marcel F. Neuts},
title = {Probability distributions of phase type},
year = {1975},
journal = {In Liber Amicorum Prof. Emeritus H. Florin},
pages = {173-206},
publisher = {University of Louvain}
}
@book{neuts1981,
author = {Marcel F. Neuts},
title = {Matrix-geometric Solutions in Stochastic Models: An Algorithmic Approach},
url = {https://books.google.se/books?id=WPol7RVptz0C&pg=PA41},
year = {1981},
publisher = {Johns Hopkins University Press}
}
@book{Nelson1995,
author = {Nelson, Randolph},
publisher = {Springer, New York, NY},
title = {Probability, Stochastic Processes, and Queueing Theory},
url = {https://link.springer.com/book/10.1007/978-1-4757-2426-4},
year = 1995
}
@book{LevinPeresWilmer2006,
author = {Levin, David A. and Peres, Yuval and Wilmer, Elizabeth L.},
biburl = {https://www.bibsonomy.org/bibtex/2097dc4d1d0e412b2444f540b04110797/tmalsburg},
interhash = {61354795a6accb6407bfdbf04753a683},
intrahash = {097dc4d1d0e412b2444f540b04110797},
keywords = {markovchains probabilitytheory textbook},
publisher = {American Mathematical Society},
title = {{Markov chains and mixing times}},
url = {https://pages.uoregon.edu/dlevin/MARKOV/markovmixing.pdf},
year = 2006
}
@article{geom_stable_laws,
author = {Kozubowski, Tomasz and Podgorski, Krzysztof},
year = {1999},
month = {12},
pages = {241-257},
title = {Geometric stable laws through series representations},
volume = {25},
journal = {Serdica Mathematical Journal}
}
@book{Durrett11probability,
author = {Rick Durrett},
title = {Probability: Theory and examples},
year = {2011},
Edition = {Fourth},
url = {https://services.math.duke.edu/~rtd/PTE/PTE5_011119.pdf}
}
@book{Ross_SP_95,
Title = {Stochastic Processes},
Author = {Sheldon M. Ross},
Publisher = {Wiley},
Year = {1995},
Edition = {Second}
}
@book{Ross97,
Title = {Introduction to Probability Models},
Author = {Sheldon M. Ross},
Publisher = {Academic Press},
Year = {1997},
Edition = {Sixth}
}
@article{durrett1988,
author = "Durrett, Richard and Liu, Xiu-Fang",
doi = "10.1214/aop/1176991682",
fjournal = "The Annals of Probability",
journal = "Ann. Probab.",
month = "07",
number = "3",
pages = "1158--1173",
publisher = "The Institute of Mathematical Statistics",
title = "The Contact Process on a Finite Set",
url = "https://doi.org/10.1214/aop/1176991682",
volume = "16",
year = "1988"
}
@book{grinstead2003,
author = {Grinstead, Charles M. and Snell, J. Laurie},
biburl = {https://www.bibsonomy.org/bibtex/2efcf99a4d5384d76e5bfd96d2b2d0dd3/mobileink},
howpublished = {GNU FDL PDF online},
institution = {AMS},
interhash = {82dbaf581ceba3c046ed2d037011c286},
intrahash = {efcf99a4d5384d76e5bfd96d2b2d0dd3},
keywords = {probability statistics},
publisher = {AMS},
title = {Introduction to Probability},
url = {http://www.dartmouth.edu/~chance/teaching_aids/books_articles/probability_book/book.html},
year = 2003
}
@misc{biu_ctmc_notes,
title={Continuous Time Markov Chains},
author={Amir, Gidi},
year={2018},
url = "http://u.math.biu.ac.il/~amirgi/CTMCnotes.pdf"
}
@misc{swart2017course,
title={A Course in Interacting Particle Systems},
author={Jan M. Swart},
year={2017},
eprint={1703.10007},
archivePrefix={arXiv},
primaryClass={math.PR}
}
@book{
pishro,
title = {Introduction to probability, statistics, and random processes},
author = {Pishro-Nik, Hossein},
year = {2014},
url = {probabilitycourse.com},
publisher={Kappa Research LLC}
}
@misc{
randomservices,
title = "randomservices.org",
author = {Siegrist, Kyle},
year = {2019},
url = "https://www.randomservices.org/"
}
@article{Mountford2016,
title={Exponential extinction time of the contact process on finite graphs},
volume={126},
ISSN={0304-4149},
url={http://dx.doi.org/10.1016/j.spa.2016.01.001},
DOI={10.1016/j.spa.2016.01.001},
number={7},
journal={Stochastic Processes and their Applications},
publisher={Elsevier BV},
author={Mountford, Thomas and Mourrat, Jean-Christophe and Valesin, Daniel and Yao, Qiang},
year={2016},
month={Jul},
pages={1974–2013}
}
@article{arratia2005,
author = "Arratia, Richard and Liggett, Thomas M.",
doi = "10.1214/105051604000000693",
fjournal = "The Annals of Applied Probability",
journal = "Ann. Appl. Probab.",
month = "02",
number = "1B",
pages = "652--670",
publisher = "The Institute of Mathematical Statistics",
title = "How likely is an i.i.d. degree sequence to be graphical?",
url = "https://doi.org/10.1214/105051604000000693",
volume = "15",
year = "2005"
}
@Book{ggplot2,
author = {Hadley Wickham},
title = {ggplot2: Elegant Graphics for Data Analysis},
publisher = {Springer-Verlag New York},
year = {2016},
isbn = {978-3-319-24277-4},
url = {https://ggplot2.tidyverse.org},
}