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math.PR2022
Stationary local random countable sets over the Wiener noise
Matija Vidmar, Jon Warren
The times of Brownian local minima, maxima and their union are three distinct examples of local, stationary, dense, random countable sets associated with classical Wiener noise. Be…
math.PR2022
Continuous-state branching processes with collisions: first passage times and duality
Clément Foucart, Matija Vidmar
We introduce a class of one-dimensional positive Markov processes generalizing continuous-state branching processes (CBs), by taking into account a phenomenon of random collisions.…
math.PR2022
Complete monotonicity of time-changed Lévy processes at first passage
Matija Vidmar
We consider the class of (possibly killed) spectrally positive Lévy process that have been time-changed by the inverse of an integral functional. Within this class we characterize…