57 citations · 229 across the 42 of their papers we have counts for
Showing 2018 · math.PRShow all
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math.PR2018
On a moment problem related to Bernstein functions
Thomas Simon
We give a simple proof of the moment-indeterminacy of the sequence for using Lin's condition. Under a logarithmic self-decomposability assumption, the method conv…
math.PR2018
Cramér's estimate for stable processes with power drift
Christophe Profeta, Thomas Simon
We investigate the upper tail probabilities of the all-time maximum of a stable Lévy process with a power negative drift. The asymptotic behaviour is shown to be exponential in the…
math.PR2018★ 2 cited
Some properties of the free stable distributions
Takahiro Hasebe, Thomas Simon, Min Wang
We investigate certain analytical properties of the free stable densities on the line. We prove that they are all classically infinitely divisible when , and that they…