Patrick J. Laub

13 citations · 13 across the 1 of their papers we have counts for

collaborators

2 papers

math.PR2017

Tail asymptotics of light-tailed Weibull-like sums

Søren Asmussen, Enkelejd Hashorva, Patrick J. Laub +1

We consider sums of $n$ i.i.d. random variables with tails close to $exp {- x^{β}}$ for some $β > 1$ . Asymptotics developed by Rootzén (1987) and Balkema, Klüppelberg & Resnick (1993)…

math.PR2015★ 13 cited

Hawkes Processes

Patrick J. Laub, Thomas Taimre, Philip K. Pollett

Hawkes processes are a particularly interesting class of stochastic process that have been applied in diverse areas, from earthquake modelling to financial analysis. They are point…