A hitting time for Lévy processes, with application to dams and branching processes

DOI10.5802/afst.838zbMath0879.60074OpenAlexW2047215353MaRDI QIDQ1355490

Anthony G. Pakes

Publication date: 22 January 1998

Published in: Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AFST_1996_6_5_3_521_0

zbMATH Keywords

damsbranching processesexponential familiessubordinatorlimit theoremsLévy processhitting time density

Mathematics Subject Classification ID

Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Markov processes (60J99)

Related Items (9)

Increasing Hazard Rate of Mixtures for Natural Exponential Families ⋮ On finite exponential moments for branching processes and busy periods for queues ⋮ Affine relation between an infinitely divisible distribution function and its Lévy measure ⋮ Lambert's \(W\), infinite divisibility and Poisson mixtures ⋮ On Kendall-Ressel and related distributions ⋮ Lévy Processes, Saltatory Foraging, and Superdiffusion ⋮ Spectral theory for one-dimensional (non-symmetric) stable processes killed upon hitting the origin ⋮ Self-decomposable laws from continuous branching processes ⋮ Some Utilizations of LambertWFunction in Distribution Theory

Cites Work

• Natural real exponential families with cubic variance functions
• A note on Linnik's distribution
• Generalized gamma convolutions and related classes of distributions and densities
• Continuous branching processes and spectral positivity
• The two-sided exit problem for spectrally positive Lévy processes
• Survival models for heterogeneous populations derived from stable distributions
• A branching process method in Lagrance random variate generation
• Left-Continuous Random Walk and the Lagrange Expansion
• Fluctuation theory in continuous time
• Lagrange Distributions and their Limit Theorems
• The supremum distribution of a Lévy process with no negative jumps
• The work of Lajos Takács on probability theory
• On the distribution of the time to first emptiness of a store with stochastic input
• Ratio Limit Theorems for Random Walks on Groups
• On continuous time models in the theory of dams
• Some interesting properties of lagrangian distributions
• The First Passage Time Density for Homogeneous Skip-free Walks on the Continuum
• The Multiplicative Process
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