Asymptotic results for certain first-passage times and areas of renewal processes (Q6040488): Difference between revisions

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+On the first-passage area of a one-dimensional jump-diffusion process
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+On the joint distribution of first-passage time and first-passage area of drifted Brownian motion
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+Joint distribution of first-passage time and first-passage area of certain Lévy processes
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@@ Property / cites work @@
+On the tail asymptotics of the area swept under the Brownian storage graph
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+Asymptotics of the area under the graph of a Lévy-driven workload process
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+Large Deviation Probabilities for Weighted Sums
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+Normal rank
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+On the integral of the workload process of the single server queue
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+Q4359715
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+Normal rank
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+Q4391441
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+Tail asymptotics for the area under the excursion of a random walk with heavy-tailed increments
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+Q2753173
@@ Property / cites work: Q2753173 / rank @@
+Normal rank
@@ Property / cites work @@
+The first-passage area for drifted Brownian motion and the moments of the Airy distribution
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+On correlations between certain random variables associated with first passage Brownian motion
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+The moments of the area under reflected Brownian bridge conditional on its local time at zero
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+First passage times of a jump diffusion process
@@ Property / cites work: First passage times of a jump diffusion process / rank @@
+Normal rank
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+Local asymptotics for the area under the random walk excursion
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+On the distribution of Brownian areas
@@ Property / cites work: On the distribution of Brownian areas / rank @@
+Normal rank
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+Large deviations for sums of independent weighted random variables
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+Publication:6040488