31 citations · 121 across the 16 of their papers we have counts for
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math.PR2018★ 4 cited
On the occupancy problem for a regime switching model
Michael Grabchak, Mark Kelbert, Quentin Paris
This article studies the expected occupancy probabilities on an alphabet. Unlike the standard situation, where observations are assumed to be independent and identically distribute…
math.PR2018★ 17 cited
Rejection Sampling for Tempered Levy Processes
Michael Grabchak
We extend the idea of tempering stable Levy processes to tempering more general classes of Levy processes. We show that the original process can be decomposed into the sum of the t…