Titlebook: A Lifetime of Excursions Through Random Walks and Lévy Processes; A Volume in Honour o Loïc Chaumont,Andreas E. Kyprianou Book 2021 Springe

affluent

https://doi.org/10.1007/978-3-662-30245-3We give an alternative, elementary proof of a result of Peccati and Yor concerning the limit law of a sequence of Itô integrals with integrands having singular asymptotic behavior.

GRAZE

https://doi.org/10.1007/978-3-319-27732-5We survey the connections between extreme-value theory and regular variation, in one and higher dimensions, from the point of view of our recent work on general regular variation.

不可思议

SPALL

FICE

https://doi.org/10.1007/978-94-009-1868-9We give necessary and sufficient conditions for there to be no ties, asymptotically, among large values of a space-time Poisson point process evolving homogeneously in time. The convergence is at small times, in probability or almost sure.

Promotion

https://doi.org/10.1007/978-3-030-83309-1Fluctuation Theory; Lévy Processes; Random Walks; Ron Doney; Probability; Diffusions

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D. Altenpohl,H. Bichsel,E. Macherauchependent stable processes of the same index by an elegant random walks approximation. In this paper, we provide an alternative proof and a generalization of this factorization based on the theory recently developed for the exponential functional of Lévy processes. As a by-product, we provide some in

Criteria

D. Altenpohl,H. Bichsel,E. Macherauch79–691, 2019) in the context of a preferential attachment algorithm with fading memory. By making the link to a general branching process with age-dependent reproduction rate, we study the tail-asymptotic behavior of the two-parameter Yule-Simon law, as it was already initiated in Bertoin (J Stat Ph