activity
20032026
most citedSmall deviations for fractional stable processes

57 citations · 229 across the 42 of their papers we have counts for

collaborators

50 papers

math.PR2026

Beta-weighted non-local differential operators and related stochastic processes

L. Beghin, N. Leonenko, T. Simon +1

In this work we introduce a class of non-local differential operators defined through a beta-weighted averaging of the ordinary derivative. We investigate their analytical properti…

math.PR2026

Persistence probabilities of autoregressive chains with continuous innovations

Titouan Donnart, Thomas Simon

We consider the persistence probabilities of an autoregressive chain of order one with continuous innovations. In the case of positive drifts, we show that these persistence probab…

math.PR2023

A note on the Sun distribution

Thomas Simon

We investigate the analytical properties of the Sun random variable, which arises from the domain of attraction of certain storage models involving a maximum and a sum. In the…

math.CA2022

On the log-concavity of the Wright function

Rui A. C. Ferreira, Thomas Simon

We investigate the log-concavity on the half-line of the Wright function in the probabilistic setting and Applications are given to the constru…

math.ST2022

On cumulative Tsallis entropies

Guillaume Dulac, Thomas Simon

We investigate the cumulative Tsallis entropy, an information measure recently introduced as a cumulative version of the classical Tsallis differential entropy, which is itself a g…

math.CA2021

A converse to the neo-classical inequality with an application to the Mittag-Leffler function

Stefan Gerhold, Thomas Simon

We prove two inequalities for the Mittag-Leffler function, namely that the function is sub-additive for and super-additive for These assertions foll…