258 citations
- Laboratoire Angevin de Recherche en MathématiquesFR198 papers
- Centre National de la Recherche ScientifiqueFR127 papers
- Institut des Sciences et Technologies Moléculaires d'AngersFR31 papers
- Sorbonne UniversitéFR17 papers
- Wrocław University of Science and TechnologyPL17 papers
- Institut de Mathématiques de ToulouseFR13 papers
- Institute for Theoretical and Experimental PhysicsRU12 papers
- Université Paris-SaclayFR12 papers
- Université Toulouse III - Paul SabatierFR12 papers
- Horia Hulubei National Institute for R and D in Physics and Nuclear EngineeringRO10 papers
- Institut d'électronique de microélectronique et de nanotechnologieFR10 papers
- Université Nantes Angers Le MansFR10 papers
Showing 2021 · math.PRShow all
3 papers · 2 filters
math.PR2021
A lifetime of excursions through random walks and Lévy processes
Loïc Chaumont, Andreas Kyprianou
In celebration of Professor Ron Doney's 80th birthday, we provide a summary of his academic career and contributions to probability theory, as one of the UK's leading probabilists…
math.PR2021
Persistence for a class of order-one autoregressive processes and Mallows-Riordan polynomials
Gerold Alsmeyer, Alin Bostan, Kilian Raschel +1
We establish exact formulae for the persistence probabilities of an AR(1) sequence with symmetric uniform innovations in terms of certain families of polynomials, most notably a fa…
math.PR2021★ 3 cited
On the stationary distribution of reflected Brownian motion in a wedge: differential properties
M. Bousquet-Mélou, A. Elvey Price, S. Franceschi +2
We consider the classical problem of determining the stationary distribution of the semimartingale reflected Brownian motion (SRBM) in a two-dimensional wedge. Under standard assum…