Renewal theory and level passage by subordinators
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- Chi, Zhiyi, 2016. "On exact sampling of the first passage event of a Lévy process with infinite Lévy measure and bounded variation," Stochastic Processes and their Applications, Elsevier, vol. 126(4), pages 1124-1144.
- Ghorbel, M. & Huillet, T., 2005. "Fragment size distributions in random fragmentations with cutoff," Statistics & Probability Letters, Elsevier, vol. 71(1), pages 47-60, January.
- Mijatović, Aleksandar & Pistorius, Martijn, 2015. "Buffer-overflows: Joint limit laws of undershoots and overshoots of reflected processes," Stochastic Processes and their Applications, Elsevier, vol. 125(8), pages 2937-2954.
- Magdziarz, Marcin, 2009. "Stochastic representation of subdiffusion processes with time-dependent drift," Stochastic Processes and their Applications, Elsevier, vol. 119(10), pages 3238-3252, October.
- Budd, J.K. & Taylor, P.G., 2019. "Bounds for the solution to the single-period inventory model with compound renewal process input: An application to setting credit card limits," European Journal of Operational Research, Elsevier, vol. 274(3), pages 1012-1018.
- Huillet, Thierry & Möhle, Martin, 2013. "On the extended Moran model and its relation to coalescents with multiple collisions," Theoretical Population Biology, Elsevier, vol. 87(C), pages 5-14.
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Keywords
Renewal theory Infinite divisibility Lévy processes;Statistics
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