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math.PR2026
Double-transform Tauberian method for precise large deviations
Giampaolo Cristadoro, Gaia Pozzoli
In many stochastic models, the observables of interest are naturally encoded in double transforms (e.g., Laplace transforms) that couple spatial and temporal variables. Notably, th…
math.PR2024
Precise large deviations through a uniform Tauberian theorem
Giampaolo Cristadoro, Gaia Pozzoli
We derive a large deviation principle for families of random variables in the basin of attraction of spectrally positive stable distributions by proving a uniform version of the Ta…
math.PR2022★ 4 cited
Ladder costs for random walks in Lévy random media
Alessandra Bianchi, Giampaolo Cristadoro, Gaia Pozzoli
We consider a random walk moving on a Lévy random medium, namely a one-dimensional renewal point process with inter-distances between points that are in the domain of attractio…