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math.PR2021
Tail asymptotics for extinction times of self-similar fragmentations
Bénédicte Haas
We provide the exact large-time behavior of the tail distribution of the extinction time of a self-similar fragmentation process with a negative index of self-similarity, improving…
math.PR2021★ 6 cited
Precise asymptotics for the density and the upper tail of exponential functionals of subordinators
Bénédicte Haas
We provide exact large-time equivalents of the density and upper tail distributions of the exponential functional of a subordinator in terms of its Laplace exponents. This improves…