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20142023
most citedThe cutoff phenomenon in total variation for nonlinear Langevin systems with small layered stable noise

9 citations · 29 across the 12 of their papers we have counts for

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Showing 2022 · math.PRShow all

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math.PR2022★ 5 cited

Cutoff stability of multivariate geometric Brownian motion

G. Barrera, M. A. Högele, J. C. Pardo

This article establishes cutoff convergence or abrupt convergence of three statistical quantities for multivariate (Hurwitz) stable geometric Brownian motion: the autocorrelation f…

math.PR2022

Moment estimates in the first Borel-Cantelli Lemma with applications to mean deviation frequencies

Luisa F. Estrada, Michael A. Högele

We quantify the elementary Borel-Cantelli Lemma by higher moments of the overlap count statistic in terms of the weighted summability of the probabilities. Applications include mea…