Search

Keywords: Only selected keywords:

Journal:

Author:

ISSN:

Search results:

Artykuły:

Green function for gradient perturbation of unimodal Lévy processes

DOI: http://dx.doi.org/10.19195/0208-4147.37.1.5

AbstractDownload articleDownload article

Unimodal Lévy process, heat kernel, smooth domain, Green function, gradient perturbation

On extremal index of max-stable stationary pro­cesses

DOI: http://dx.doi.org/10.19195/0208-4147.37.2.6

AbstractDownload articleDownload article

Extremal index, mean cluster index, Pickands constant, M3 representation, Brown–Resnick stationary, maxstable process, Gaussian process, Lévy process

A note on first passage probabilities of a Lévy process reflected at a general barrier

DOI: http://dx.doi.org/10.19195/0208-4147.37.2.13

AbstractDownload articleDownload article

Reflected Lévy process, Central Limit Theorem, asymptotics, first passage probability

The area of a spectrally positive stable process stopped at zero

DOI: http://dx.doi.org/10.19195/0208-4147.38.1.2

AbstractDownload articleDownload article

Hitting time, integrated process, stable Lévy process, tail asymptotics

Fractional negative binomial and Pólya processes

DOI: http://dx.doi.org/10.19195/0208-4147.38.1.5

AbstractDownload articleDownload article

Fractional negative binomial process, fractional Pólya process, fractional Poisson process, infinite divisibility, Lévy process, PDEs

GI/GI/1 queues with infinite means of service time and interarrival time

AbstractDownload articleDownload article

Lévy process, stable distribution, GI/GI/1 queueing system, heavy traffic, stationary waiting time, tightness

J1 convergence of partial sum processes with a reduced number of jumps

AbstractDownload articleDownload article

Functional limit theorem, partial sum process, regular variation, Skorokhod J1 topology, Lévy process, weak dependence, mixing

Series representation of time-stable stochastic processes

DOI: http://dx.doi.org/10.19195/0208-4147.38.2.4

AbstractDownload articleDownload article

Infinite divisibility, LePage series, Lévy process, point process, time-stable process

Stochastic complex integrals associated with homogeneous independently scattered random measures on the line

DOI: http://dx.doi.org/10.19195/0208-4147.39.1.14

AbstractDownload articleDownload article

Stochastic integral, infinitely divisible distribution, Lévy process, complex integral

zamknij

Your cart (products: 0)

No products in cart

Your cart Checkout