25 citations · 37 across the 2 of their papers we have counts for
2 papers
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.PR2004★ 25 cited
Stochastic bounds for Levy processes
R. A. Doney
Using the Wiener-Hopf factorization, it is shown that it is possible to bound the path of an arbitrary Levy process above and below by the paths of two random walks. These walks ha…