39 citations · 197 across the 34 of their papers we have counts for
39 papers
Recent developments in exponential functionals of Lévy processes
Martin Minchev, Mladen Savov
This survey aims to review two decades of progress on exponential functionals of (possibly killed) real-valued Lévy processes. Since the publication of the seminal survey by Bertoi…
On the probability of n equidistant points in high-dimensional lattices
Stefan Gerdjikov, Martin Minchev, Mladen Savov
Consider -dimensional vectors with iid entries from a lattice distribution . We show that the probability that all distances between them are equal is asymptotically \[ C…
The uniqueness of the Wiener-Hopf factorisation of Lévy processes and random walks
Leif Döring, Mladen Savov, Lukas Trottner +1
We prove that the spatial Wiener-Hopf factorisation of a Lévy process or random walk without killing is unique.
Bivariate Bernstein-gamma functions, potential measures, and asymptotics of exponential functionals of Lévy processes
Martin Minchev, Mladen Savov
Let be a Lévy process and , be the exponential functional of Lévy processes on deterministic horizon. Given that $\lim_{t\to…
Sufficientness postulates for measure-valued Pólya urn sequences
Hristo Sariev, Mladen Savov
In a recent paper, the authors studied the distribution properties of a class of exchangeable processes, called measure-valued Pólya sequences (MVPS), which arise as the observatio…
Properties and conjectures regarding discrete renewal sequences
Nikolai Nikolov, Mladen Savov
In this work we review and derive some elementary properties of the discrete renewal sequences based on a positive, finite and integer-valued random variable. Our results consider…