M. Meiners

activity

20092026

most citedThe functional equation of the smoothing transform

50 citations · 132 across the 27 of their papers we have counts for

collaborators

Showing 2014Show all

4 papers · 1 filter

math.PR2014★ 1 cited

Exponential moments of first passage times and related quantities for Lévy processes

Frank Aurzada, Alexander Iksanov, Matthias Meiners

For a Lévy process on the real line, we provide complete criteria for the finiteness of exponential moments of the first passage time into the interval $(r, \infty)$ , the sojourn ti…

math.PR2014

Asymptotics of random processes with immigration I: scaling limits

Alexander Iksanov, Alexander Marynych, Matthias Meiners

Let $(X_{1}, ξ_{1}), (X_{2}, ξ_{2}), \dots$ be i.i.d.~copies of a pair $(X, ξ)$ where $X$ is a random process with paths in the Skorokhod space $D [0, \infty)$ and $ξ$ is a positive random var…

math.PR2014★ 15 cited

Fixed points of multivariate smoothing transforms with scalar weights

Alexander Iksanov, Matthias Meiners

Given a sequence $(C_{1}, \dots, C_{d}, T_{1}, T_{2}, \dots)$ of real-valued random variables with $N := # {j \geq 1 : T_{j} \neq = 0} < \infty$ almost surely, there is an associated smoothing…

math.PR2014★ 16 cited

Rate of convergence in the law of large numbers for supercritical general multi-type branching processes

Alexander Iksanov, Matthias Meiners

We provide sufficient conditions for polynomial rate of convergence in the weak law of large numbers for supercritical general indecomposable multi-type branching processes. The ma…