Pages that link to "Item:Q5649177"
From MaRDI portal
The following pages link to Maxima of sums of random variables and suprema of stable processes (Q5649177):
Displaying 50 items.
- The first passage time of a stable process conditioned to not overshoot (Q325892) (← links)
- Suprema of Lévy processes (Q373557) (← links)
- On the law of the supremum of Lévy processes (Q373575) (← links)
- A remarkable \(\sigma\)-finite measure unifying supremum penalisations for a stable Lévy process (Q376688) (← links)
- On the number of empty boxes in the Bernoulli sieve. II. (Q432511) (← links)
- Spectral properties of the massless relativistic harmonic oscillator (Q454892) (← links)
- Persistence of integrated stable processes (Q495550) (← links)
- Penalisation of a stable Lévy process involving its one-sided supremum (Q629787) (← links)
- On Wiener-Hopf factors for stable processes (Q629794) (← links)
- On exit time of stable processes (Q655315) (← links)
- Quasi-stationary distributions and Yaglom limits of self-similar Markov processes (Q713217) (← links)
- Stochastic solutions for fractional wave equations (Q745693) (← links)
- Laws of the iterated logarithm for a class of iterated processes (Q840786) (← links)
- The law of the supremum of a stable Lévy process with no negative jumps (Q948745) (← links)
- On the equivalence of limit distributions of a sum and of a maximum sum of independent random variables (Q968474) (← links)
- Mittag-Leffler functions and stable Lévy processes without negative jumps (Q984629) (← links)
- A few remarks on the supremum of stable processes (Q1012116) (← links)
- Correlated continuous time random walks (Q1017816) (← links)
- Extrema of skewed stable processes (Q1110181) (← links)
- Wiener-Hopf factorisation of Brownian motion (Q1113212) (← links)
- On the exact asymptotic behaviour of the distribution of ladder epochs (Q1162762) (← links)
- A note on the \(J_1\)-convergence of a first-passage process (Q1230308) (← links)
- Conditionings and path decompositions for Lévy processes (Q1374619) (← links)
- Stable Lévy motion approximation in collective risk theory (Q1382123) (← links)
- Bounds for the solution to the single-period inventory model with compound renewal process input: an application to setting credit card limits (Q1755398) (← links)
- Universality of the asymptotics of the one-sided exit problem for integrated processes (Q1943327) (← links)
- Short proofs in extrema of spectrally one sided Lévy processes (Q1990022) (← links)
- The value of power-related options under spectrally negative Lévy processes (Q2047039) (← links)
- Optimal estimation of the supremum and occupation times of a self-similar Lévy process (Q2136630) (← links)
- \(\varepsilon\)-strong simulation of the convex minorants of stable processes and meanders (Q2201511) (← links)
- The asymptotic behavior of densities related to the supremum of a stable process (Q2268702) (← links)
- Asymptotic behavior for high moments of the fractional heat equation with fractional noise (Q2330404) (← links)
- Generalized continuous time random walks and Hermite processes (Q2344866) (← links)
- Universality classes in Burgers turbulence (Q2385038) (← links)
- Functional limit theorems for renewal shot noise processes with increasing response functions (Q2444631) (← links)
- Inversion of the space and time of stable Lévy processes (Q2492619) (← links)
- Fluctuation theory for Lévy processes with completely monotone jumps (Q2631866) (← links)
- Persistence Probabilities and Exponents (Q2807249) (← links)
- On the convex hull of symmetric stable processes (Q2845067) (← links)
- A generalization of the Erdős-Turán law for the order of random permutation (Q2911070) (← links)
- Space–Time Duality for Fractional Diffusion (Q3402061) (← links)
- Reflected spectrally negative stable processes and their governing equations (Q3448986) (← links)
- On the law of homogeneous stable functionals (Q4629951) (← links)
- First passage time moments of asymmetric Lévy flights (Q5059993) (← links)
- Geometrically Convergent Simulation of the Extrema of Lévy Processes (Q5085135) (← links)
- A functional limit theorem for general shot noise processes (Q5109502) (← links)
- A Structural Approach to Default Modelling with Pure Jump Processes (Q5165003) (← links)
- On Seneta–Heyde scaling for a stable branching random walk (Q5215015) (← links)
- On the number of empty boxes in the Bernoulli sieve I (Q5410816) (← links)
- Conditioned stable Lévy processes and the Lamperti representation (Q5441516) (← links)
