:: Library Catalog

Cover Image

Saved in:

Bibliographic Details
Main Authors:	Bean, Nigel G., O'Reilly, Małgorzata M., Palmowski, Zbigniew
Format:	Preprint
Published:	2019
Subjects:	Probability
Online Access:	https://arxiv.org/abs/1908.10827
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Sensitivity analysis of Stochastic Fluid Models: Stationary and transient quantities with applications
by: Aksamit, Anna, et al.
Published: (2026)

Pricing American Options Time-Capped by a Drawdown Event
by: Palmowski, Zbigniew, et al.
Published: (2025)

Pricing American options time-capped by a drawdown event in a Lévy market
by: Palmowski, Zbigniew, et al.
Published: (2025)

Moments of exponential functionals of Lévy processes on a deterministic horizon -- identities and explicit expressions
by: Palmowski, Zbigniew, et al.
Published: (2023)

Exit Times for a Discrete Markov Additive Process
by: Palmowski, Zbigniew, et al.
Published: (2020)

Maxima over random time intervals for heavy-tailed compound renewal and Lévy processes
by: Foss, Sergey, et al.
Published: (2023)

Branching random walk and log-slowly varying tails
by: Bhattacharya, Ayan, et al.
Published: (2024)

Stable random walks in cones
by: Cygan, Wojciech, et al.
Published: (2024)

Finite-Time Ruin for the Compound Markov Binomial Risk Model
by: Palmowski, Zbigniew, et al.
Published: (2025)

Lévy processes with partially stochastic resetting
by: Palmowski, Zbigniew, et al.
Published: (2026)

Fluctuations of Omega-killed level-dependent spectrally negative Lévy processes
by: Palmowski, Zbigniew, et al.
Published: (2023)

Early predicting of hospital admission using machine learning algorithms: Priority queues approach
by: Antczak, Jakub, et al.
Published: (2026)

Approximating fluid queues with quasi birth-and-death processes with rational arrival process components
by: Bean, Nigel, et al.
Published: (2025)

Long time behavior and Yaglom limit for real trait-structured Birth and Death Processes
by: Collet, Pierre, et al.
Published: (2025)

Computing the Yaglom limit of Markov chains with a single exit state using their excursion measure
by: Cerf, Elie
Published: (2024)

On the longest/shortest negative excursion of a Lévy risk process and related quantities
by: Lkabous, M. A., et al.
Published: (2024)

Entrance boundary for standard processes with no negative jumps and its application to exponential convergence to the Yaglom limit
by: Yamato, Kosuke
Published: (2024)

Yaglom limits of continuous-state branching processes in Brownian random environment
by: Li, Pei-Sen, et al.
Published: (2026)

Rates on Yaglom's limit for Galton-Watson processes in a varying environment
by: Cardona-Tobón, Natalia, et al.
Published: (2023)

The Yaglom limit for branching Brownian motion with absorption and slightly subcritical drift
by: Berestycki, Julien, et al.
Published: (2024)

The Uniformly Rotated Mondrian Kernel
by: Osborne, Calvin, et al.
Published: (2025)

Stationary states for stable processes with partial resetting
by: Grzywny, Tomasz, et al.
Published: (2024)

Markov Decision Process and Approximate Dynamic Programming for a Patient Assignment Scheduling problem
by: O'Reilly, Malgorzata M., et al.
Published: (2024)

Yaglom theorem for critical branching random walk on $\mathbb{Z}^d$
by: Chen, Xinxin, et al.
Published: (2025)

Operatopes, Operanoids, and Noncommutative Zonoids
by: O'Reilly, Eliza, et al.
Published: (2026)

Fluid limit of a distributed ledger model with random delay
by: Feng, Jiewei, et al.
Published: (2023)

Pricing time-capped American options using Least Squares Monte Carlo method
by: Stȩpniak, Paweł, et al.
Published: (2025)

Distributional and Extremal Behaviour of Brownian Motion with Exponential Resetting
by: Dębicki, Krzysztof, et al.
Published: (2026)

Growing open Markovian Jackson networks: Fluid limit and infinite-dimensional Skorokhod problem
by: Clarke, Louis T., et al.
Published: (2026)

Stochastic oscillators out of equilibrium: scaling limits and correlation estimates
by: Gonçalves, Patrícia, et al.
Published: (2025)

Stochastic wave equation with Hölder noise coefficient: well-posedness and small mass limit
by: Han, Yi
Published: (2023)

A resolution of the Gaussian hyperplane tessellation conjecture on the sphere
by: Dirksen, Sjoerd, et al.
Published: (2025)

Central limit theorem of Multilevel Monte Carlo Euler estimators for Stochastic Volterra equations with fractional kernels
by: Liu, Shanqi, et al.
Published: (2025)

Robustness to noise and erasures of Gabor frames in finite dimensions
by: Salanevich, Palina, et al.
Published: (2025)

Robust Filtering of Lévy-driven Stochastic Models
by: Srinivasan, Sharan, et al.
Published: (2026)

Fluid limit and gelation in the frozen Erdős-Rényi random graph
by: Haas, Bénédicte, et al.
Published: (2025)

Classical and Almost Sure Local Limit Theorems
by: Szewczak, Zbigniew, et al.
Published: (2022)

Stochastic functional partial differential equations with monotone coefficients: Poisson stability measures, exponential mixing and limit theorems
by: Lu, Shuaishuai, et al.
Published: (2024)

Scaling Limit of a Stochastic Clustering Model on $\mathbb{R}$
by: Dey, Partha S., et al.
Published: (2025)

Sojourns of Vector-Valued Stationary Gaussian Random Fields
by: Dębicki, Krzysztof, et al.
Published: (2025)