63 citations · 131 across the 12 of their papers we have counts for
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math.PR2026
Convergence in distribution of the P-P process in
Brendan K. Beare, Tetsuya Kaji
We show that the percentile-percentile (P-P) process constructed from an independent and identically distributed sample of pairs converges in distribution in if and only…
math.PR2024
Reducible Markov modulation, pole order, and tail behavior in random growth models
Brendan K. Beare, Alexis Akira Toda
Recent work on random growth models with light-tailed Markov-modulated additive shocks has shown that irreducible modulation yields tail behavior resembling an exponential distribu…
math.PR2020★ 11 cited
Tail behavior of stopped Lévy processes with Markov modulation
Brendan K. Beare, Won-Ki Seo, Alexis Akira Toda
This article concerns the tail probabilities of a light-tailed Markov-modulated Lévy process stopped at a state-dependent Poisson rate. The tails are shown to decay exponentially a…