2 papers
math.PR2024
On the longest/shortest negative excursion of a Lévy risk process and related quantities
M. A. Lkabous, Z. Palmowski
In this paper, we analyze some distributions involving the longest and shortest negative excursions of spectrally negative Lévy processes using the binomial expansion approach. Mor…
math.PR2016
Matrix geometric approach for random walks: stability condition and equilibrium distribution
Stella Kapodistria, Zbigniew Palmowski
In this paper, we analyse a sub-class of two-dimensional homogeneous nearest neighbour (simple) random walk restricted on the lattice using the matrix geometric approach. In partic…