Tail estimates for the Brownian excursion area and other Brownian areas.
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Janson, Svante, Louchard, Guy (2007)
Electronic Journal of Probability [electronic only]
Kenji Nakagawa (2015)
Applications of Mathematics
We give a sufficient condition for a non-negative random variable to be of Pareto type by investigating the Laplace-Stieltjes transform of the cumulative distribution function. We focus on the relation between the singularity at the real point of the axis of convergence and the asymptotic decay of the tail probability. For the proof of our theorems, we apply Graham-Vaaler’s complex Tauberian theorem. As an application of our theorems, we consider the asymptotic decay of the stationary distribution...
Franco Giannessi (2002)
RAIRO - Operations Research - Recherche Opérationnelle
A problem (arisen from applications to networks) is posed about the principal minors of the matrix of transition probabilities of a Markov chain.
Franco Giannessi (2010)
RAIRO - Operations Research
A problem (arisen from applications to networks) is posed about the principal minors of the matrix of transition probabilities of a Markov chain.
André Goldman (1989)
Annales de l'I.H.P. Probabilités et statistiques
C. Cocozza-Thivent, M. Roussignol (1995)
Annales de l'I.H.P. Probabilités et statistiques
Ratanov, Nikita (2007)
Revista Colombiana de Matemáticas
Paul-André Meyer (1972)
Séminaire de probabilités de Strasbourg
Youssef Ouknine (1990)
Séminaire de probabilités de Strasbourg
Nicole El Karoui (1979)
Séminaire de probabilités de Strasbourg
Yves Le Jan (1987)
Séminaire de probabilités de Strasbourg
Jean-François Le Gall (1987)
Séminaire de probabilités de Strasbourg
Jean Bertoin (1987)
Séminaire de probabilités de Strasbourg
Richard F. Gundy (1984)
Séminaire de probabilités de Strasbourg
Bernard Maisonneuve, Philippe Morando (1970)
Séminaire de probabilités de Strasbourg
Hough, Robert D. (2009)
Electronic Communications in Probability [electronic only]
Martin Janžura (1989)
Kybernetika
McKean, H.P., Shepp, L.A. (2005)
Zapiski Nauchnykh Seminarov POMI
Mejía, Diego, Pommerenke, Christian (2006)
Revista Colombiana de Matemáticas
Jean Jacod, Thomas G. Kurtz, Sylvie Méléard, Philip Protter (2005)
Annales de l'I.H.P. Probabilités et statistiques
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