29 citations · 228 across the 47 of their papers we have counts for
4 papers · 2 filters
Small deviations for a family of smooth Gaussian processes
Frank Aurzada, Fuchang Gao, Thomas Kühn +2
We study the small deviation probabilities of a family of very smooth self-similar Gaussian processes. The canonical process from the family has the same scaling property as standa…
Universality of the asymptotics of the one-sided exit problem for integrated processes
Frank Aurzada, Steffen Dereich
We consider the one-sided exit problem for (fractionally) integrated random walks and Lévy processes. We prove that the rate of decrease of the non-exit probability -- the so-calle…
Wait-and-see strategies in polling models
Frank Aurzada, Sergej Beck, Michael Scheutzow
We consider a general polling model with stations. The stations are served exhaustively and in cyclic order. Once a station queue falls empty, the server does not immediately s…
Small time Chung-type LIL for Lévy processes
Frank Aurzada, Leif Doering, Mladen Savov
We prove Chung-type laws of the iterated logarithm for general Lévy processes at zero. In particular, we provide tools to translate small deviation estimates directly into laws of…