We investigate compound distributions - for example, compound mixed Poisson distributions - in the case where the summands, the mixing distribution or the number of summands are subexponential. It is ...
When you visit the above site and click "Start" ... ... " Basic Probability" (probability basis) is displayed as "Chapter 1 (Chapter 1)". There are three items for ...
The 'rendezvous time' of two stochastic processes is the first time at which they cross or hit each other. We consider such times for a Brownian motion with drift, starting at some positive level, and ...
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