المؤلفون: Jevgenijs Ivanovs, Jakob D. Thøstesen

المصدر: Modern Stochastics: Theory and Applications, Vol 10, Iss 1, Pp 59-75 (2022)

مصطلحات موضوعية: Conditioning to stay positive, directional extremes, exchangeability, local behavior, Sparre Andersen identity, Applied mathematics. Quantitative methods, T57-57.97, Mathematics, QA1-939

وصف الملف: electronic resource

Relation: https://doaj.org/toc/2351-6046; https://doaj.org/toc/2351-6054

URL الوصول: https://doaj.org/article/a1822021e3e544978801793455874953

المؤلفون: Jakob Dalsgaard Thøstesen, Jevgenijs Ivanovs

المصدر: Ivanovs, J & Thøstesen, J D 2023, ' Lévy processes conditioned to stay in a half-space with applications to directional extremes ', Modern Stochastics: Theory and Applications, vol. 10, no. 1, pp. 59-75 . https://doi.org/10.15559/22-VMSTA217

مصطلحات موضوعية: Statistics and Probability, Sparre Andersen identity, Modeling and Simulation, local behavior, Conditioning to stay positive, directional extremes, Statistics, Probability and Uncertainty, exchangeability

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::407c79644b1a2055cfc7f743d6db4d14
https://pure.au.dk/portal/da/publications/levy-processes-conditioned-to-stay-in-a-halfspace-with-applications-to-directional-extremes(3febbc8d-1b4b-403a-84c2-29f26669c6cb).html

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المؤلفون: Jevgenijs Ivanovs, Mark Podolskij

المصدر: Ivanovs, J & Podolskij, M 2022, ' Optimal estimation of the supremum and occupation times of a self-similar Lévy process ', Electronic Journal of Statistics, vol. 16, no. 1, pp. 892-934 . https://doi.org/10.1214/21-EJS1928

مصطلحات موضوعية: Statistics and Probability, local time, self-similarity, Lévy processes, Conditioning to stay positive, weak limit theorems, supremum, Statistics, Probability and Uncertainty, optimal estimation, occupation time

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e65d9d96bbf72307d23d6ed29cca1c1f
https://doi.org/10.1214/21-ejs1928

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المؤلفون: Kyprianou, A. E., Pardo, J. C.

المصدر: Journal of Applied Probability, 2008 Dec 01. 45(4), 1140-1160.

URL الوصول: https://www.jstor.org/stable/27596014

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المؤلفون: Juan Carlos Pardo, Gabriel Berzunza

المصدر: J. Appl. Probab. 53, no. 2 (2016), 381-391

مصطلحات موضوعية: Statistics and Probability, conditioning to stay positive, 60G80, Extinction, Lévy process, General Mathematics, 010102 general mathematics, Law of the iterated logarithm, State (functional analysis), 01 natural sciences, Branching (linguistics), 010104 statistics & probability, Extinction time, Continuous-state branching process, 60G17, rate of growth, Statistical physics, 0101 mathematics, Statistics, Probability and Uncertainty, Lamperti transform, 60G51, Rate of growth, Mathematics, Branching process

وصف الملف: application/pdf

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::fe8e26ee0f76fd876c29de351dfaa06b
https://doi.org/10.1017/jpr.2016.7

المؤلفون: Francesco Caravenna

المساهمون: Caravenna, F

المصدر: Electron. Commun. Probab.

مصطلحات موضوعية: Statistics and Probability, Uniform integrability, 60B10, 82B41, Finite variance, tightness, 01 natural sciences, Bridge (interpersonal), random walk, 010104 statistics & probability, Mathematics::Probability, excursion, FOS: Mathematics, 82B41, 60K35, 60B10, bridge, 0101 mathematics, wetting model, Mathematics, conditioning to stay positive, Probability (math.PR), 010102 general mathematics, Mathematical analysis, Excursion, Zero (complex analysis), pinning model, Random walk, 60K35, polymer model, Statistics, Probability and Uncertainty, uniform integrability, Mathematics - Probability

وصف الملف: application/pdf

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c7280079b5ee3c91a24aa2a7f7f54cd4
https://doi.org/10.1214/18-ecp172

المؤلفون: Loïc Chaumont, Jacek Małecki

المصدر: Ann. Inst. H. Poincaré Probab. Statist. 52, no. 3 (2016), 1178-1195

مصطلحات موضوعية: Statistics and Probability, Asymptotic behaviour, 010102 general mathematics, Conditioning to stay positive, Density, 01 natural sciences, Infimum and supremum, Lévy process, Past supremum, Combinatorics, Renewal function, 010104 statistics & probability, Meander, 0101 mathematics, Statistics, Probability and Uncertainty, 60J75, 60G51, Mathematics

وصف الملف: application/pdf

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d1cb014872f547be709b368857a28aac
http://projecteuclid.org/euclid.aihp/1469723516