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math.PR2025
Any random variable with right-unbounded distributional support is the minimum of independent and very heavy-tailed random variables
Sergey Foss, Anton Tarasenko, Georgiy Krivtsov
A random variable has a {\it light-tailed} distribution (for short: is light-tailed) if it possesses a finite exponential moment, $\E \exp (λξ) <\infty$ for some , and has…
math.PR2020
Branching processes with immigration in atypical random environment
Sergey Foss, Dmitry Korshunov, Zbigniew Palmowski
Motivated by a seminal paper of Kesten et al. (1975) we consider a branching process with a geometric offspring distribution with i.i.d. random environmental parameters , $n\g…