On inverse-power Poisson functionals

DOI10.1080/17442508.2021.1914617zbMath1492.60044OpenAlexW3153630591MaRDI QIDQ5086895

Weixuan Xia

Publication date: 8 July 2022

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508.2021.1914617

zbMATH Keywords

asymptotic estimatesprobability distributionsPoisson processesinverse-power functionals

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Brownian motion (60J65) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Uses Software

• k.c

Cites Work

• A note on a Poissonian functional and a \(q\)-deformed dufresne identity
• Continuous-time perpetuities and time reversal of diffusions
• Exponential functionals of Lévy processes
• On the integral of fractional Poisson processes
• Probability laws related to the Jacobi theta and Riemann zeta functions, and Brownian excursions
• Calculation of Gauss-Kronrod quadrature rules
• The average of a negative-binomial Lévy process and a class of Lerch distributions
• Calculation of Gauss Quadrature Rules
• Upper and Lower Probabilities Generated by a Random Closed Interval
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