First passage times of subordinators and urns

DOI10.1007/978-3-030-83309-1_18zbMath1496.60009OpenAlexW4213029786MaRDI QIDQ2080158

Philippe Marchal

Publication date: 7 October 2022

Full work available at URL: https://doi.org/10.1007/978-3-030-83309-1_18

zbMATH Keywords

first passage timestable subordinatorPolya urn

Mathematics Subject Classification ID

Combinatorial probability (60C05) Stopping times; optimal stopping problems; gambling theory (60G40)

Cites Work

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• Complete Bernstein functions and subordinators with nested ranges. A note on a paper by P. Marchal
• Limit theorems for triangular urn schemes
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• Invariance principles for local times at the maximum of random walks and Lévy processes
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• Combinatorial stochastic processes. Ecole d'Eté de Probabilités de Saint-Flour XXXII -- 2002.
• On exponential functionals, harmonic potential measures and undershoots of subordinators
• Bernstein functions. Theory and applications

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