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