Lower tail probability estimates for subordinators and nondecreasing random walks
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Publication:1822127
DOI10.1214/aop/1176992257zbMath0617.60023OpenAlexW2087586041MaRDI QIDQ1822127
William E. Pruitt, Naresh C. Jain
Publication date: 1987
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176992257
Related Items (26)
TRANSITION DENSITIES OF SUBORDINATORS OF POSITIVE ORDER ⋮ Probabilities of small deviations of the weighted sum of independent random variables with common distribution that decreases at zero not faster than a power ⋮ Small deviation probabilities for weighted sum of independent random variables with a common distribution that can decrease at zero fast enough ⋮ Heat kernel estimates for subordinate Brownian motions ⋮ Strong approximation of stochastic differential equations driven by a time-changed Brownian motion with time-space-dependent coefficients ⋮ Asymptotical properties of distributions of isotropic Lévy processes ⋮ On additive functionals of Markov chains ⋮ Remarks on a link between the Laplace transform and distribution function of a nonnegative random variable ⋮ Approximation of partial sums of arbitrary i. i. d. random variables and the precision of the usual exponential upper bound ⋮ Estimates of Dirichlet heat kernels for subordinate Brownian motions ⋮ Exceptionally small balls in stable trees ⋮ Heat kernel estimates for subordinate Markov processes and their applications ⋮ Estimates on the tail probabilities of subordinators and applications to general time fractional equations ⋮ Uniformly accurate quantile bounds for sums of arbitrary independent random variables ⋮ Heat kernel asymptotics of the subordinator and subordinate Brownian motion ⋮ Space-time boundedness and asymptotic behaviors of the densities of \textit{CME}-subordinators ⋮ Large deviation local limit theorems and limits of biconditioned planar maps ⋮ On the entire moments of self-similar Markov processes and exponential functionals of Lévy processes ⋮ Charged polymers in the attractive regime: a first-order transition from Brownian scaling to four-point localization ⋮ Uniform bounds on the relative error in the approximation of upper quantiles for sums of arbitrary independent random variables ⋮ The packing measure of the range of super-Brownian motion ⋮ Heat kernel estimates for time fractional equations ⋮ Persistence Probabilities and Exponents ⋮ Estimates on transition densities of subordinators with jumping density decaying in mixed polynomial orders ⋮ Slow points and fast points of local times ⋮ Fractal-dimensional properties of subordinators
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