566 citations
- Centre for Ultrahigh Bandwidth Devices for Optical SystemsAU7 papers
- Australian Mathematical Sciences InstituteAU3 papers
- University of OxfordGB3 papers
- Australia Telescope National FacilityAU2 papers
- Centre for Quantum Computation and Communication TechnologyAU2 papers
- Institute for Physics of MicrostructuresRU2 papers
- Institute of Applied PhysicsMD2 papers
- Massachusetts Institute of TechnologyUS2 papers
- Max Planck Institute for the Physics of Complex SystemsDE2 papers
- Mount Stromlo ObservatoryAU2 papers
- Swinburne University of TechnologyAU2 papers
- Université Paris-SudFR2 papers
4 papers · 1 filter
Cramer's estimate for a reflected Levy process
R. A. Doney, R. A. Maller
The natural analogue for a Levy process of Cramer's estimate for a reflected random walk is a statement about the exponential rate of decay of the tail of the characteristic measur…
A probabilistic approach to the geometry of the \ell_p^n-ball
Franck Barthe, Olivier Guedon, Shahar Mendelson +1
This article investigates, by probabilistic methods, various geometric questions on B_p^n, the unit ball of \ell_p^n. We propose realizations in terms of independent random variabl…
Ruin Probabilities and Overshoots for General Levy Insurance Risk Processes
Claudia Kluppelberg, Andreas E. Kyprianou, Ross A. Maller
We formulate the insurance risk process in a general Levy process setting, and give general theorems for the ruin probability and the asymptotic distribution of the overshoot of th…
Exact convergence rate and leading term in central limit theorem for student's t statistic
Peter Hall, Qiying Wang
The leading term in the normal approximation to the distribution of Student's t statistic is derived in a general setting, with the sole assumption being that the sampled distribut…