Brendan K. Beare

activity

20172026

most citedOn the Emergence of a Power Law in the Distribution of COVID-19 Cases

63 citations · 131 across the 12 of their papers we have counts for

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Showing math.PRShow all

3 papers · 1 filter

math.PR2026

Convergence in distribution of the P-P process in $L^{1} [0, 1]$

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 $L^{1} [0, 1]$ 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…

Convergence in distribution of the P-P process in L1[0,1]

Reducible Markov modulation, pole order, and tail behavior in random growth models

Tail behavior of stopped Lévy processes with Markov modulation

Convergence in distribution of the P-P process in $L^{1} [0, 1]$