The area under a spectrally positive stable excursion and other related processes
From MaRDI portal
Publication:2042761
DOI10.1214/21-EJP618zbMath1480.60042arXiv2009.01504OpenAlexW3158990685MaRDI QIDQ2042761
Publication date: 21 July 2021
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2009.01504
Characteristic functions; other transforms (60E10) Self-similar stochastic processes (60G18) Stable stochastic processes (60G52)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- The \(M\)-Wright function in time-fractional diffusion processes: a tutorial survey
- The distribution of the area under a Bessel excursion and its moments
- Brownian excursion area, wright's constants in graph enumeration, and other Brownian areas
- Moments of gamma type and the Brownian supremum process area
- Tail estimates for the Brownian excursion area and other Brownian areas
- The Brownian excursion area: A numerical analysis
- Tauberian theorems of exponential type
- Sur le premier instant de passage de l'intégrale du mouvement brownien. (The first passage time for the integrated Brownian motion)
- On the distribution of Brownian areas
- Normalized excursion, meander and bridge for stable Lévy processes
- Airy distribution function: from the area under a Brownian excursion to the maximal height of fluctuating interfaces
- Kac's formula, levy's local time and brownian excursion
- Stable processes: Sample function growth at a local minimum
- A bernoulli excursion and its various applications
- The area of a spectrally positive stable process stopped at zero
- First-Passage Densities of a Two-Dimensional Process
- Limit distributions for the Bernoulli meander
- Analytic variations on the Airy distribution
This page was built for publication: The area under a spectrally positive stable excursion and other related processes