5 papers
Completely asymmetric stable processes conditioned to avoid an interval
Pierre Lenthe, Philip Weissmann
In the recent article Döring et al. [4] the authors conditioned a stable process with two-sided jumps to avoid an interval. As usual the strategy was to find an invariant function…
Poisson limit for the number of cycles in a random permutation and the number of segregating sites
Helmut H. Pitters, Philip Weissmann
Consider a random permutation of drawn according to the Ewens measure with parameter and let denote the number of its cycles…
Stable processes conditioned to hit an interval continuously from the outside
Leif Döring, Philip Weissmann
Conditioning stable Lévy processes on zero probability events recently became a tractable subject since several explicit formulas emerged from a deep analysis using the Lamperti tr…
Levy Processes with finite variance conditioned to avoid an interval
Leif Doering, Alexander R. Watson, Philip Weissmann
Conditioning Markov processes to avoid a set is a classical problem that has been studied in many settings. In the present article we study the question if a Levy process can be co…
Stable processes conditioned to avoid an interval
Leif Doering, Andreas E Kyprianou, Philip Weissmann
Conditioning Markov processes to avoid a domain is a classical problem that has been studied in many settings. Ingredients for standard arguments involve the leading order tail asy…