Results 1 to 10 of about 1,193 (22)
On the infimum attained by a reflected L\'evy process [PDF]
, 2011 This paper considers a L\'evy-driven queue (i.e., a L\'evy process reflected at 0), and focuses on the distribution of $M(t)$, that is, the minimal value attained in an interval of length $t$ (where it is assumed that the queue is in stationarity at the ...
A. Acosta De +23 more
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Limiting behavior of the search cost distribution for the move-to-front rule in the stable case [PDF]
, 2010 Move-to-front rule is a heuristic updating a list of n items according to requests. Items are required with unknown probabilities (or popularities). The induced Markov chain is known to be ergodic. One main problem is the study of the distribution of the
Antonio Lijoi +12 more
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Some aspects of additive coalescents [PDF]
, 2002 We present some aspects of the so-called additive coalescence, with a focus on its connections with random trees, Brownian excursion, certain bridges with exchangeable increments, L\'evy processes, and sticky particle ...
Bertoin, Jean
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On Wiener-Hopf factors for stable processes [PDF]
, 2010 We give a series representation of the logarithm of the bivariate Laplace exponent $\kappa$ of $\alpha$-stable processes for almost all $\alpha \in (0,2]$.Comment: 16 pages.
Graczyk, Piotr, Jakubowski, Tomasz
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Stochastic bounds for Levy processes
, 2004 Using the Wiener-Hopf factorization, it is shown that it is possible to bound the path of an arbitrary Levy process above and below by the paths of two random walks. These walks have the same step distribution, but different random starting points.
Doney, R. A.
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Asymptotic stability of stochastic differential equations driven by Lévy noise [PDF]
, 2009 Using key tools such as Ito's formula for general semimartingales, Kunita's moment estimates for Levy-type stochastic integrals, and the exponential martingale inequality, we find conditions under which the solutions to the stochastic differential ...
David Applebaum +9 more
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A note about Khoshnevisan--Xiao conjecture
, 2006 Khoshnevisan and Xiao showed in [Ann. Probab. 33 (2005) 841--878] that the statement about almost surely vanishing Bessel--Riesz capacity of the image of a Borel set $G\subset\mathbb{R}_+$ under a symmetric L\'{e}vy process $X$ in $\mathbb{R}^d$ is ...
Manstavičius, Martynas
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On a Fluctuation Identity for Random Walks and Lévy Processes [PDF]
, 2017 In this paper, some identities in laws involving ladder processes for random walks and Lévy processes are extended and unified.
Alili, L., Chaumont, L., Doney, R. A.
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A new approach to fluctuations of reflected L\'{e}vy processes [PDF]
, 2010 We present a new approach to fluctuation identities for reflected L\'{e}vy processes with one-sided jumps. This approach is based on a number of easy to understand observations and does not involve excursion theory or It\^{o} calculus.
Ivanovs, Jevgenijs
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Relationship between Extremal and Sum Processes Generated by the same Point Process [PDF]
, 2009 2000 Mathematics Subject Classification: Primary 60G51, secondary 60G70, 60F17.We discuss weak limit theorems for a uniformly negligible triangular array (u.n.t.a.) in Z = [0, ∞) × [0, ∞)^d as well as for the associated with it sum and extremal processes
Mitov, I., Pancheva, E., Volkovich, Z.
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