7 citations · 9 across the 4 of their papers we have counts for
4 papers
The extended hypergeometric class of Lévy processes
A. E. Kyprianou, J. C. Pardo, A. R. Watson
With a view to computing fluctuation identities related to stable processes, we review and extend the class of hypergeometric Lévy processes explored in Kuznetsov and Pardo (arXiv:…
Asymptotic behaviour near extinction of continuous state branching processes
Juan Carlos Pardo, Gabriel Berzunza
In this note, we study the asymptotic behaviour near extinction of (sub-) critical continuous state branching processes. In particular, we establish an analogue of Khintchin's law…
Total internal and external lengths of the Bolthausen-Sznitman coalescent
Götz Kersting, Juan Carlos Pardo, Arno Siri-Jégousse
In this paper, we study a weak law of large numbers for the total internal length of the Bolthausen-Szmitman coalescent. As a consequence, we obtain the weak limit law of the cente…
Exact and asymptotic -tuple laws at first and last passage
A. Kyprianou, J. C. Pardo, V. Rivero
Understanding the space-time features of how a Lévy process crosses a constant barrier for the first time, and indeed the last time, is a problem which is central to many models in…