Stable random walks in cones
Fuente:
arXiv
Saved in:
| Main Authors: | Cygan, Wojciech, Denisov, Denis, Palmowski, Zbigniew, Wachtel, Vitali |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Harmonic polynomials and other exactly computable characteristics for $2$-dimensional random walks in cones
by: Denisov, Denis, et al.
Published: (2026)
by: Denisov, Denis, et al.
Published: (2026)
Corrected diffusion approximation for random walks conditioned to stay positive
by: Denisov, Denis, et al.
Published: (2026)
by: Denisov, Denis, et al.
Published: (2026)
Expansions for random walks conditioned to stay positive
by: Denisov, Denis, et al.
Published: (2024)
by: Denisov, Denis, et al.
Published: (2024)
Asymptotic expansions for normal deviations of random walks conditioned to stay positive
by: Denisov, Denis, et al.
Published: (2024)
by: Denisov, Denis, et al.
Published: (2024)
Berry-Esseen inequality for random walks conditioned to stay positive
by: Denisov, Denis, et al.
Published: (2024)
by: Denisov, Denis, et al.
Published: (2024)
Ordered random walks and the Airy line ensemble
by: Denisov, Denis, et al.
Published: (2024)
by: Denisov, Denis, et al.
Published: (2024)
Fluctuations of Discrete-Time Random Walks
by: Denisov, Denis, et al.
Published: (2026)
by: Denisov, Denis, et al.
Published: (2026)
First passage times for decoupled random walks
by: Iksanov, Alexander, et al.
Published: (2026)
by: Iksanov, Alexander, et al.
Published: (2026)
Branching random walk and log-slowly varying tails
by: Bhattacharya, Ayan, et al.
Published: (2024)
by: Bhattacharya, Ayan, et al.
Published: (2024)
A model of discrete interacting updates
by: Denisov, Denis, et al.
Published: (2025)
by: Denisov, Denis, et al.
Published: (2025)
Random walks with drift in the positive quadrant
by: Nguyen, Tuan Anh, et al.
Published: (2026)
by: Nguyen, Tuan Anh, et al.
Published: (2026)
Co-existence of branching populations in random environment
by: Elizarov, Nikita, et al.
Published: (2025)
by: Elizarov, Nikita, et al.
Published: (2025)
Maxima over random time intervals for heavy-tailed compound renewal and Lévy processes
by: Foss, Sergey, et al.
Published: (2023)
by: Foss, Sergey, et al.
Published: (2023)
Persistence of AR($1$) sequences with Rademacher innovations and linear mod $1$ transforms
by: Vysotsky, Vladislav, et al.
Published: (2023)
by: Vysotsky, Vladislav, et al.
Published: (2023)
Pricing American Options Time-Capped by a Drawdown Event
by: Palmowski, Zbigniew, et al.
Published: (2025)
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)
by: Palmowski, Zbigniew, et al.
Published: (2025)
Lower deviations for branching processes with immigration
by: Sharipov, Sadillo, et al.
Published: (2024)
by: Sharipov, Sadillo, et al.
Published: (2024)
Moments of exponential functionals of Lévy processes on a deterministic horizon -- identities and explicit expressions
by: Palmowski, Zbigniew, et al.
Published: (2023)
by: Palmowski, Zbigniew, et al.
Published: (2023)
Exit Times for a Discrete Markov Additive Process
by: Palmowski, Zbigniew, et al.
Published: (2020)
by: Palmowski, Zbigniew, et al.
Published: (2020)
Random walks with square-root boundaries: the case of exact boundaries $g(t)=c\sqrt{t+b}-a$
by: Denisov, Denis, et al.
Published: (2025)
by: Denisov, Denis, et al.
Published: (2025)
Iterated-logarithm laws for convex hulls of random walks with drift
by: Cygan, Wojciech, et al.
Published: (2023)
by: Cygan, Wojciech, et al.
Published: (2023)
Sensitivity analysis of Stochastic Fluid Models: Stationary and transient quantities with applications
by: Aksamit, Anna, et al.
Published: (2026)
by: Aksamit, Anna, et al.
Published: (2026)
Lévy processes with partially stochastic resetting
by: Palmowski, Zbigniew, et al.
Published: (2026)
by: Palmowski, Zbigniew, et al.
Published: (2026)
Yaglom limit for Stochastic Fluid Models
by: Bean, Nigel G., et al.
Published: (2019)
by: Bean, Nigel G., et al.
Published: (2019)
Fluctuations of Omega-killed level-dependent spectrally negative Lévy processes
by: Palmowski, Zbigniew, et al.
Published: (2023)
by: Palmowski, Zbigniew, et al.
Published: (2023)
Limit laws for random walks in a dynamic path-cone mixing random environment
by: Bethuelsen, Stein Andreas, et al.
Published: (2023)
by: Bethuelsen, Stein Andreas, et al.
Published: (2023)
A local limit theorem for nonlattice multidimensional random walks in cones
by: Pham, Thi da Cam, et al.
Published: (2026)
by: Pham, Thi da Cam, et al.
Published: (2026)
Finite-Time Ruin for the Compound Markov Binomial Risk Model
by: Palmowski, Zbigniew, et al.
Published: (2025)
by: Palmowski, Zbigniew, et al.
Published: (2025)
Multinomial random combinatorial structures and $r$-versions of Stirling, Eulerian and Lah numbers
by: Iksanov, Alexander, et al.
Published: (2024)
by: Iksanov, Alexander, et al.
Published: (2024)
Non-Gaussian limits for diameter and perimeter of convex hulls of multiple random walks
by: Cygan, Wojciech, et al.
Published: (2025)
by: Cygan, Wojciech, et al.
Published: (2025)
Stable functional CLTs for scaled elephant random walks
by: Tokumitsu, Go
Published: (2026)
by: Tokumitsu, Go
Published: (2026)
Critical multitype branching: a functional limit theorem and ancestral processes
by: Baake, Ellen, et al.
Published: (2025)
by: Baake, Ellen, et al.
Published: (2025)
On the longest/shortest negative excursion of a Lévy risk process and related quantities
by: Lkabous, M. A., et al.
Published: (2024)
by: Lkabous, M. A., et al.
Published: (2024)
Random walks in Weyl chambers
by: Denisov, Denis, et al.
Published: (2025)
by: Denisov, Denis, et al.
Published: (2025)
Bounds on the size of the convex hull of planar Brownian motion and related inverse processes
by: Cygan, Wojciech, et al.
Published: (2023)
by: Cygan, Wojciech, et al.
Published: (2023)
Iterated random walks in random scenery (PAPAPA)
by: Guillotin-Plantard, Nadine, et al.
Published: (2025)
by: Guillotin-Plantard, Nadine, et al.
Published: (2025)
On decoupled standard random walks
by: Alsmeyer, Gerold, et al.
Published: (2024)
by: Alsmeyer, Gerold, et al.
Published: (2024)
Urn-driven random walks
by: Balaji, Srinivasan, et al.
Published: (2025)
by: Balaji, Srinivasan, et al.
Published: (2025)
Mixing of fast random walks on dynamic random permutations
by: Avena, Luca, et al.
Published: (2024)
by: Avena, Luca, et al.
Published: (2024)
Non-Gaussian fluctuations of randomly trapped random walks
by: Bowditch, Adam
Published: (2018)
by: Bowditch, Adam
Published: (2018)
Similar Items
-
Harmonic polynomials and other exactly computable characteristics for $2$-dimensional random walks in cones
by: Denisov, Denis, et al.
Published: (2026) -
Corrected diffusion approximation for random walks conditioned to stay positive
by: Denisov, Denis, et al.
Published: (2026) -
Expansions for random walks conditioned to stay positive
by: Denisov, Denis, et al.
Published: (2024) -
Asymptotic expansions for normal deviations of random walks conditioned to stay positive
by: Denisov, Denis, et al.
Published: (2024) -
Berry-Esseen inequality for random walks conditioned to stay positive
by: Denisov, Denis, et al.
Published: (2024)