51 citations · 54 across the 6 of their papers we have counts for
6 papers
A lifetime of excursions through random walks and Lévy processes
Loïc Chaumont, Andreas Kyprianou
In celebration of Professor Ron Doney's 80th birthday, we provide a summary of his academic career and contributions to probability theory, as one of the UK's leading probabilists…
Space and time inversions of stochastic processes and Kelvin transform
Larbi Alili, Loïc Chaumont, Piotr Graczyk +1
Let be a standard Markov process. We prove that a space inversion property of implies the existence of a Kelvin transform of -harmonic, excessive and operator-harmonic f…
Shifting processes with cyclically exchangeable increments at random
Loïc Chaumont, Gerónimo Uribe Bravo
We propose a path transformation which applied to a cyclically exchangeable increment process conditions its minimum to belong to a given interval. This path transformation is then…
Coding multitype branching forests: application to the law of the total progeny of branching forest and to enumerations
Loïc Chaumont, Rongli Liu
By extending the breadth first search algorithm to any d-type critical or subcritical irreducible branching forest, we show that such forests may be encoded through d independent,…
An invariance principle for random walk bridges conditioned to stay positive
Francesco Caravenna, Loïc Chaumont
We prove an invariance principle for the bridge of a random walk conditioned to stay positive, when the random walk is in the domain of attraction of a stable law, both in the disc…
The Lamperti representation of real-valued self-similar Markov processes
Loïc Chaumont, Henry Pantí, Víctor Rivero
In this paper, we obtain a Lamperti type representation for real-valued self-similar Markov processes, killed at their hitting time of zero. Namely, we represent real-valued self-s…