4 papers
Moments and tails of hitting times of Bessel processes and convolutions of elementary mixtures of exponential distributions
W. M. Bednorz, R. M. Łochowski
We present explicit estimates of right and left tails and exact (up to universal, multiplicative constants) estimates of tails and moments of hitting times of Bessel processes. The…
On tails of exit times of multidimensional Lévy processes
Rafał Marcin Łochowski
Using a very simple argument based on the indepenence of increments and the fact that in a finite dimensional space there are not too many directions, we derive a theorem s…
On tails of symmetric and totally asymmetric -stable distributions
Witold M. Bednorz, Rafał M. Łochowski, Rafał Martynek
We estimate up to universal constants tails of symmetric and totally asymmetric 1-dimensional -stable distributions in terms of functions of the parameters of these distribution…
Moments approach to the concentration properties of truncated variation
Witold Bednorz, Rafal Lochowski
In this paper we show an alternative approach to the concentration of truncated variation for stochastic processes on a real line. Our method is based on the moments control and ca…