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20162023
most citedExtremal clustering and cluster counting for spatial random fields

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math.PR2016

Asymptotics for the ruin time of a piecewise exponential Markov process with jumps

Anders Rønn-Nielsen

In this paper a class of Ornstein--Uhlenbeck processes driven by compound Poisson processes is considered. The jumps arrive with exponential waiting times and are allowed to be two…