1.2k citations
- Mount Stromlo ObservatoryAU59 papers
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- Centre for Ultrahigh Bandwidth Devices for Optical SystemsAU28 papers
- The University of AdelaideAU26 papers
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- California Institute of TechnologyUS24 papers
- European Southern ObservatoryCL23 papers
- The University of Texas at AustinUS20 papers
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Showing 2005 · math.PRShow all
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math.PR2005★ 12 cited
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…
math.PR2005★ 181 cited
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…
math.PR2005★ 161 cited
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…