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

Firefly

D. Altenpohl,H. Bichsel,E. Macherauche characteristic functions of two infinitely divisible distributions on .. Equivalently, it can be characterised as a probability distribution whose characteristic function has a Lévy–Khintchine type representation with a “signed Lévy measure”, a so called quasi–Lévy measure, rather than a Lévy meas

Distribution

Rice Arsenal Against Aluminum Toxicity,y in a variety of different contexts, Patie (Bull Sci Math 133(4):355–382, 2009; Bernoulli 17(2):814–826, 2011), Kyprianou and Patie (Ann Inst H Poincar’ Probab Statist 47(3):917–928, 2011), Gnedin (Regeneration in Random Combinatorial Structures. arXiv:0901.4444v1 [math.PR]), Patie and Savov (Elect

行为

Rice Arsenal Against Aluminum Toxicity,“First-passage times for random walks with non-identically distributed increments” (2018) was devoted to the case when the random walk is constructed by a fixed sequence of independent random variables which satisfies the classical Lindeberg condition. Now we consider a more general situation when w

珊瑚

superfluous

,Hermann Bernhard Arthur Prüfer, the distribution of . is heavy-tailed, that is, all its positive exponential moments are infinite. The aim of the present paper is three-fold. Firstly, we identify the asymptotic behaviour not only of the stationary tail distribution but also of ... Secondly, we solve the problem in the general set

压迫

,Hermann Bernhard Arthur Prüfer,Brownian motion or, equivalently, a Bessel-3 process, albeit now in the analogous setting of isotropic .-stable processes. We find a natural analogue that matches the Brownian setting, with the role of the Brownian motion replaced by that of the isotropic .-stable process, providing one interprets t

幻影

https://doi.org/10.1007/978-3-319-78289-8sotropic stable Lévy process in dimension . ≥ 2 conditioned to approach . continuously, allowing for the interior and exterior of . to be visited infinitely often. Additionally, we show that this process is in duality with the unconditioned stable Lévy process. We can replicate the aforementioned re

foliage

农学

https://doi.org/10.1007/978-3-658-13620-8 distributions in triangular Polya urns. We give a direct link between these two results, using a previous construction of the range of stable subordinators. Beyond the stable case, we show that for a subclass of complete subordinators in the domain of attraction of stable subordinators, the law of

上釉彩