A hitting time for Lévy processes, with application to dams and branching processes
type: Item
instance of: scholarly article
title: A hitting time for Lévy processes, with application to dams and branching processes
zbMATH Open document ID: 0879.60074
author: Anthony G. Pakes
published in: Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI
publication date: 1998-01-22T00:00:00Z
full work available at URL: http://www.numdam.org/item
full work available at URL: https://eudml.org/doc/73393
Mathematics Subject Classification ID: 60J99
Mathematics Subject Classification ID: 60J80
zbMATH DE Number: 1013905
zbMATH Keywords: Lévy process
zbMATH Keywords: subordinator
zbMATH Keywords: hitting time density
zbMATH Keywords: dams
zbMATH Keywords: branching processes
zbMATH Keywords: exponential families
zbMATH Keywords: limit theorems
MaRDI profile type: Publication
OpenAlex ID: W2047215353
cites work: Fluctuation theory in continuous time
cites work: Continuous branching processes and spectral positivity
cites work: The work of Lajos Takács on probability theory
cites work: Q4726487
cites work: Generalized gamma convolutions and related classes of distributions and densities
cites work: Q5524063
cites work: Q4082108
cites work: Some interesting properties of lagrangian distributions
cites work: A note on Linnik's distribution
cites work: A branching process method in Lagrance random variate generation
cites work: Q5624436
cites work: Q4067863
cites work: Q5597347
cites work: Q4061759
cites work: The supremum distribution of a Lévy process with no negative jumps
cites work: On the distribution of the time to first emptiness of a store with stochastic input
cites work: Survival models for heterogeneous populations derived from stable distributions
cites work: Q5624460
cites work: Q5288997
cites work: Q4197150
cites work: The First Passage Time Density for Homogeneous Skip-free Walks on the Continuum
cites work: Q5729630
cites work: On continuous time models in the theory of dams
cites work: Natural real exponential families with cubic variance functions
cites work: Q5556830
cites work: The Multiplicative Process
cites work: Q3779546
cites work: Lagrange Distributions and their Limit Theorems
cites work: Q3900799
cites work: Q5623042
cites work: The two-sided exit problem for spectrally positive Lévy processes
cites work: Q3349674
cites work: Q5524064
cites work: Q3999823
cites work: Ratio Limit Theorems for Random Walks on Groups
cites work: Q5524203
cites work: Q5544744
cites work: Left-Continuous Random Walk and the Lagrange Expansion
cites work: Q5528195
DOI: 10.5802/AFST.838
description: scientific article; zbMATH DE number 1013905