On inverse-power Poisson functionals

DOI10.1080/17442508.2021.1914617MaRDI QIDQ5086895zbMATH OpenOpenAlexFDO

Authors Weixuan Xia

Publication date 8 July 2022

Published in Stochastics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442508.2021.1914617

zbMATH Keywords

Poisson processesasymptotic estimatesprobability distributionsinverse-power functionals

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Brownian motion (60J65)

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Cites work

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• Calculation of Gauss-Kronrod quadrature rules
• Continuous-time perpetuities and time reversal of diffusions
• Exponential functionals of Lévy processes
• On continuity properties of the law of integrals of Lévy processes
• On the integral of fractional Poisson processes
• Probability laws related to the Jacobi theta and Riemann zeta functions, and Brownian excur\-sions
• The average of a negative-binomial Lévy process and a class of Lerch distributions
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Cited in

(2)

• The Wills functional for Poisson processes
• A recursive method for functionals of Poisson processes

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• k.c

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