Renewal theory and level passage by subordinators

DOI10.1016/S0167-7152(99)00043-7zbMATH Open0965.60053OpenAlexW2122173691MaRDI QIDQ1805960FDOQ1805960

Authors: K. van Harn, Fred W. Steutel, Jean Bertoin 

Publication date: 16 July 2001

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(99)00043-7

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zbMATH Keywords

infinite divisibility[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=L%EF%BF%BD%EF%BF%BDvy+processes&go=Go L��vy processes]renewal theory

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Renewal theory (60K05)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Infinite divisibility and the waiting-time paradox
• Joint simulation of backward and forward recurrence times in a renewal process

Cited In (28)

• Stability of overshoots of Markov additive processes
• Change-level detection for Lévy subordinators
• Lévy processes with finite variance conditioned to avoid an interval
• Random walks with preferential relocations and fading memory: a study through random recursive trees
• Nonparametric evaluation of the first passage time of degradation processes
• ON THE WAITING TIME PARADOX AND RELATED TOPICS
• Weak convergence of positive self-similar Markov processes and overshoots of Lévy processes
• Stochastic representation of subdiffusion processes with time-dependent drift
• Exponential moments of first passage times and related quantities for Lévy processes
• Bounds for the solution to the single-period inventory model with compound renewal process input: an application to setting credit card limits
• On the explosion of a class of continuous-state nonlinear branching processes
• Stability of the exit time for Lévy processes
• Large deviation principle for a stochastic process with random reinforced relocations
• A renewal-process-type expression for the moments of inverse subordinators
• Fragment size distributions in random fragmentations with cutoff
• Drift to infinity and the strong law for subordinated random walks and Lévy processes
• Asymptotic behaviour of first passage time distributions for Lévy processes
• Buffer-overflows: joint limit laws of undershoots and overshoots of reflected processes
• On the extended Moran model and its relation to coalescents with multiple collisions
• Langevin picture of subdiffusion with infinitely divisible waiting times
• Asymptotic properties of Brownian motion delayed by inverse subordinators
• Lévy processes resurrected in the positive half-line
• Energy efficiency of consecutive fragmentation processes
• First passage times of subordinators and urns
• STATIONARITY OF DELAYED SUBORDINATORS
• Monotonicity properties of regenerative sets and Lorden's inequality
• Power-law bounds for increasing subsequences in Brownian separable permutons and homogeneous sets in Brownian cographons
• On exact sampling of the first passage event of a Lévy process with infinite Lévy measure and bounded variation

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