170 citations
- Polish Academy of SciencesPL42 papers
- University of WrocławPL18 papers
- Jagiellonian UniversityPL16 papers
- National Academy of Sciences of UkraineUA16 papers
- Wrocław University of Science and TechnologyPL16 papers
- University of BiałystokPL15 papers
- University of WarsawPL15 papers
- University of Silesia in KatowicePL12 papers
- University of ViennaAT11 papers
- Institute of PhysicsPL10 papers
- Taras Shevchenko National University of KyivUA7 papers
- University of OpolePL7 papers
Showing 2005 · math.PRShow all
2 papers · 2 filters
math.PR2005
Logarithmic Sobolev Inequalities and Concentration of Measure for Convex Functions and Polynomial Chaoses
Radoslaw Adamczak
We prove logarithmic Sobolev inequalities and concentration results for convex functions and a class of product random vectors. The results are used to derive tail and moment inequ…
math.PR2005
Hitting distributions of geometric Brownian motion
T. Byczkowski, M. Ryznar
Let be the first hitting time of the point 1 by the geometric Brownian motion with drift starting from . Here is the Brownian mot…