6 citations · 7 across the 7 of their papers we have counts for
5 papers · 1 filter
Moments of polynomial processes under affine resetting
Johannes Assefa, Martin Keller-Ressel, Zbigniew Palmowski
We consider polynomial processes, i.e., continuous-time Markov processes that preserve polynomials without increasing degree, and augment them with resetting. Resetting means that…
Finite-Time Ruin for the Compound Markov Binomial Risk Model
Zbigniew Palmowski, Lewis Ramsden, Apostolos D. Papaioannou
In this paper, we study finite-time ruin probabilities for the compound Markov binomial risk model - a discrete-time model where claim sizes are modulated by a finite-state ergodic…
Stationary states for stable processes with partial resetting
Tomasz Grzywny, Karol Szczypkowski, Zbigniew Palmowski +1
We study a -dimensional stochastic process which arises from a Lévy process by partial resetting, that is the position of the process at a…
Stable random walks in cones
Wojciech Cygan, Denis Denisov, Zbigniew Palmowski +1
In this paper we consider a multidimensional random walk killed on leaving a right circular cone with a distribution of increments belonging to the normal domain of attraction of a…
Branching random walk and log-slowly varying tails
Ayan Bhattacharya, Piotr Dyszewski, Nina Gantert +1
We study a branching random walk with independent and identically distributed, heavy tailed displacements. The offspring law is supercritical and satisfies the Kesten-Stigum condit…