Publications

Journal: Annals of Applied Probability

2022

• Giulio Morina, Krzysztof Łatuszyński, Piotr Nayar , Alex Wendland, From the Bernoulli factory to a dice enterprise via perfect sampling of Markov chains, Annals of Applied Probability, 32 (1) 2022, p. 327-359. See in PBN

2021

• Tomasz R. Bielecki, Jacek Jakubowski , Monique Jeanblanc, Mariusz Niewęgłowski, Semimartingales and shrinkage of filtration, Annals of Applied Probability, 31 (3) 2021, p. 1376-1402. See in PBN

2015

• Benjamin Jourdain, Tony Lelièvre, Błażej Miasojedow , Optimal scaling for the transient phase of the random walk Metropolis algorithm: The mean-field limit, Annals of Applied Probability, 2015. See in PBN

1995

• Piotr Pokarowski , Wojciech Niemiro , Tail events of some nonhomogeneous Markov chains, Annals of Applied Probability, 1995. See in PBN