Maxima of sums of random variables and suprema of stable processes (Q5649177): Difference between revisions

@@ Property / author @@
+Nicholas H. Bingham
@@ Property / author: Nicholas H. Bingham / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+On the Distribution of the Supremum Functional for Processes with Stationary Independent Increments
+Normal rank
@@ Property / cites work @@
+Q5560061
@@ Property / cites work: Q5560061 / rank @@
+Normal rank
@@ Property / cites work @@
+Limit theorems for occupation times of Markov processes
+Normal rank
@@ Property / cites work @@
+Limit theorems for regenerative phenomena, recurrent events and renewal theory
+Normal rank
@@ Property / cites work @@
+Q3258458
@@ Property / cites work: Q3258458 / rank @@
+Normal rank
@@ Property / cites work @@
+The Maximum of Sums of Stable Random Variables
@@ Property / cites work: The Maximum of Sums of Stable Random Variables / rank @@
+Normal rank
@@ Property / cites work @@
+Q3849318
@@ Property / cites work: Q3849318 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5512461
@@ Property / cites work: Q5512461 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5615122
@@ Property / cites work: Q5615122 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5829358
@@ Property / cites work: Q5829358 / rank @@
+Normal rank
@@ Property / cites work @@
+On the Joint Distribution of the First Exit Time and Exit Value for Homogeneous Processes With Independent Increments
+Normal rank
@@ Property / cites work @@
+On the First Passage Time Across a Given Level for Processes with Independent Increments
+Normal rank
@@ Property / cites work @@
+On the Joint Distribution of a Process with Stationary Increments and Its Maximum
+Normal rank
@@ Property / cites work @@
+A lower lipschitz condition for the stable subordinator
+Normal rank
@@ Property / cites work @@
+Some Renewal Theorems with Application to a First Passage Problem
+Normal rank
@@ Property / cites work @@
+Q5550757
@@ Property / cites work: Q5550757 / rank @@
+Normal rank
@@ Property / cites work @@
+A limit theorem for random walks with drift
@@ Property / cites work: A limit theorem for random walks with drift / rank @@
+Normal rank
@@ Property / cites work @@
+On the maximum of sums of random variables and the supremum functional for stable processes
+Normal rank
@@ Property / cites work @@
+Markov Sets.
@@ Property / cites work: Markov Sets. / rank @@
+Normal rank
@@ Property / cites work @@
+A Note on the Arc-Sine Law and Markov Random Sets
@@ Property / cites work: A Note on the Arc-Sine Law and Markov Random Sets / rank @@
+Normal rank
@@ Property / cites work @@
+Semilinear Markov processes, subordinators and renewal theory
+Normal rank
@@ Property / cites work @@
+The Equivalence of Functional Central Limit Theorems for Counting Processes and Associated Partial Sums
+Normal rank
@@ Property / cites work @@
+Q5332526
@@ Property / cites work: Q5332526 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5564843
@@ Property / cites work: Q5564843 / rank @@
+Normal rank
@@ Property / cites work @@
+An Occupation Time Theorem for A Class of Stochastic Processes
+Normal rank
@@ Property / cites work @@
+An Invariance Principle in Renewal Theory
@@ Property / cites work: An Invariance Principle in Renewal Theory / rank @@
+Normal rank
@@ Property / cites work @@
+Semi-Stable Stochastic Processes
@@ Property / cites work: Semi-Stable Stochastic Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Q5665961
@@ Property / cites work: Q5665961 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimating the rate of convergence for the distribution of the maximum sums of independent random quantities
+Normal rank
@@ Property / cites work @@
+Asymptotic expansions for the distribution function of the maximum of a sum of independent identically distributed random quantities
+Normal rank
@@ Property / cites work @@
+Asymptotic Expansions for the Maximum of Sums of Independent Random Variables
+Normal rank
@@ Property / cites work @@
+Q5604252
@@ Property / cites work: Q5604252 / rank @@
+Normal rank
@@ Property / cites work @@
+Wiener-Hopf factorization for convolution semigroups
+Normal rank
@@ Property / cites work @@
+The completely monotonic character of the Mittag-Leffler function 𝐸ₐ(-𝑥)
+Normal rank
@@ Property / cites work @@
+Stable Processes with An Absorbing Barrier
@@ Property / cites work: Stable Processes with An Absorbing Barrier / rank @@
+Normal rank
@@ Property / cites work @@
+On Some Classes of Processes with Independent Increments
+Normal rank
@@ Property / cites work @@
+Q5601169
@@ Property / cites work: Q5601169 / rank @@
+Normal rank
@@ Property / cites work @@
+On Distributions of Functionals Related to Boundary Problems for Processes with Independent Increments
+Normal rank
@@ Property / cites work @@
+A Remark on a Theorem Due to W. Feller
@@ Property / cites work: A Remark on a Theorem Due to W. Feller / rank @@
+Normal rank
@@ Property / cites work @@
+Distribution of the maximum of a process with independent increments
+Normal rank
@@ Property / cites work @@
+The Distribution of the First Ladder Moment and Height and Fluctuation of a Random Walk
+Normal rank
@@ Property / cites work @@
+The Behavior of a Jump for Processes with Independent Increments
+Normal rank
@@ Property / cites work @@
+The Distribution of the First Hit for Stable and Asymptotically Stable Walks on an Interval
+Normal rank
@@ Property / cites work @@
+Ladder phenomena in stochastic processes with stationary independent increments
+Normal rank
@@ Property / cites work @@
+On the Distribution of the Maximum of a Process with Independent Increments
+Normal rank
@@ Property / cites work @@
+The Distribution of the Time the Maximum is Achieved for Processes with Independent Increments
+Normal rank
@@ Property / cites work @@
+Q3250078
@@ Property / cites work: Q3250078 / rank @@
+Normal rank
@@ Property / cites work @@
+A Combinatorial Lemma and Its Application to Probability Theory
+Normal rank
@@ Property / cites work @@
+A Tauberian Theorem and Its Probability Interpretation
+Normal rank
@@ Property / cites work @@
+Weak Convergence of Stochastic Processes Defined on Semi-Infinite Time Intervals
+Normal rank
@@ Property / cites work @@
+Regular Variation of Markov Renewal Functions
@@ Property / cites work: Regular Variation of Markov Renewal Functions / rank @@
+Normal rank
@@ Property / cites work @@
+Functional central limit theorems for processes with positive drift and their inverses
+Normal rank
@@ Property / cites work @@
+Weak convergence of first passage time processes
@@ Property / cites work: Weak convergence of first passage time processes / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:5649177