161 citations · 333 across the 25 of their papers we have counts for
4 papers · 1 filter
Generalised Poisson-Dirichlet Distributions and the Negative Binomial Point Process
Yuguang F. Ipsen, Ross A. Maller
When is an -stable subordinator, the sequence of ordered jumps of , up till time , omitting the largest of them, and taken as proportions of their s…
Functional Laws for Trimmed Levy Processes
Boris Buchmann, Yuguang F. Ipsen, Ross A. Maller
Two different ways of trimming the sample path of a stochastic process in D[0, 1]: global ("trim as you go") trimming and record time ("lookback") trimming are analysed to find con…
Processes of rth Largest
Boris Buchmann, Ross Maller, Sidney Resnick
For integers , we treat the th largest of a sample of size as an -valued stochastic process in which we denote . We show th…
Conditions for a Lévy process to stay positive near 0, in probability
Ross A. Maller
A necessary and sufficient condition for a Lévy process to stay positive, in probability, near 0, which arises in studies of Chung-type laws for near 0, is given in terms o…