A lifetime of excursions through random walks and Lévy processes : a volume in honour of Ron Doney's 80th birthday
著者
書誌事項
A lifetime of excursions through random walks and Lévy processes : a volume in honour of Ron Doney's 80th birthday
（Progress in probability / series editors, Thomas Liggett, Charles Newman, Loren Pitt, 78）
Birkhäuser, 2021
- :hbk.
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注記
Includes bibliographical references
内容説明・目次
内容説明
This collection honours Ron Doney's work and includes invited articles by his collaborators and friends. After an introduction reviewing Ron Doney's mathematical achievements and how they have influenced the field, the contributed papers cover both discrete-time processes, including random walks and variants thereof, and continuous-time processes, including Le vy processes and diffusions. A good number of the articles are focused on classical fluctuation theory and its ramifications, the area for which Ron Doney is best known.
目次
- A Lifetime of Excursions Through Random Walks and Levy Processes. - Path Decompositions of Perturbed Reflecting Brownian Motions. - On Doney's Striking Factorization of the Arc-Sine Law. - On a Two-Parameter Yule-Simon Distribution. - The Limit Distribution of a Singular Sequence of Ito Integrals. - On Multivariate Quasi-infinitely Divisible Distributions. - Extremes and Regular Variation. - Some New Classes and Techniques in the Theory of Bernstein Functions. - A Transformation for Spectrally Negative Levy Processes and Applications. - First-Passage Times for Random Walks in the Triangular Array Setting. - On Local Times of Ornstein-Uhlenbeck Processes. - Two Continua of Embedded Regenerative Sets. - No-Tie Conditions for Large Values of Extremal Processes. - Slowly Varying Asymptotics for Signed Stochastic Difference Equations. - The Doob-McKean Identity for Stable Levy Processes. - Oscillatory Attraction and Repulsion from a Subset of the Unit Sphere or Hyperplane for Isotropic Stable Levy Processes. - Angular Asymptotics for Random Walks. - First Passage Times of Subordinators and Urns.
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