121 citations · 258 across the 31 of their papers we have counts for
34 papers
Criticality and Popularity in Social Networks
Eberhard Mayerhofer
I find that several models for information sharing in social networks can be interpreted as age-dependent multi-type branching processes, and build them independently following Sew…
The Smirnov Property for weighted Lebesgue spaces
Eberhard Mayerhofer
We establish lower norm bounds for multivariate functions within weighted Lebesgue spaces, characterized by a summation of functions whose components solve a system of nonlinear in…
Minimal L^p-Densities with Prescribed Marginals
Paolo Guasoni, Eberhard Mayerhofer, Mingchuan Zhao
We derive sharp lower bounds for L^p-functions on the n-dimensional unit hypercube in terms of their p-th marginal moments. Such bounds are the unique solutions of a system of cons…
Three essays on stopping
Eberhard Mayerhofer
First, we give a closed-form formula for first passage time of a reflected Brownian motion with drift. This modifies a formula by Perry et al (2004). Second, we show that the maxim…
Reforming the Wishart characteristic function
Eberhard Mayerhofer
The literature presents the characteristic function of the Wishart distribution on m times m matrices as an inverse power of the determinant of the Fourier variable, the exponent b…
Geometric Ergodicity of Affine Processes on Cones
Eberhard Mayerhofer, Robert Stelzer, Johanna Vestweber
For affine processes on finite-dimensional cones, we give criteria for geometric ergodicity - that is exponentially fast convergence to a unique stationary distribution. Ergodic re…