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A Lifetime of Excursions Through Random Walks and Levy Processes Loic Chaumont

A Lifetime of Excursions Through Random Walks and Levy Processes By Loic Chaumont

A Lifetime of Excursions Through Random Walks and Levy Processes by Loic Chaumont

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Summary

After an introduction reviewing Ron Doney's mathematical achievements and how they have influenced the field, the contributed papers cover both discrete-time processes, including random walks and variants thereof, and continuous-time processes, including Le vy processes and diffusions.

A Lifetime of Excursions Through Random Walks and Levy Processes Summary

A Lifetime of Excursions Through Random Walks and Levy Processes: A Volume in Honour of Ron Doney's 80th Birthday by Loic Chaumont

This collection honours Ron Doney's work and includes invited articles by his collaborators and friends. After an introduction reviewing Ron Doney's mathematical achievements and how they have influenced the field, the contributed papers cover both discrete-time processes, including random walks and variants thereof, and continuous-time processes, including Le vy processes and diffusions. A good number of the articles are focused on classical fluctuation theory and its ramifications, the area for which Ron Doney is best known.

About Loic Chaumont

Loic Chaumont was educated at Universite du Maine (Le Mans) and Universite Paris 6 and is currently a professor of mathematics at Universite d'Angers. He published over 50 research papers on theory of stochastic processes, both in discrete and continuous times. His main domain of research concerns Levy processes. He was the director of LAREMA, the CNRS mathematics research unit in Angers, from 2012 to 2016.

Andreas E. Kyprianou was educated at the University of Oxford and University of Sheffield and is currently a professor of mathematics at the University of Bath. He has spent over 25 years working on the theory and application of path-discontinuous stochastic processes and has over 130 publications, including two graduate textbooks on Levy processes. During his time in Bath he co-founded and directed the Prob-L@B (Probability Laboratory at Bath), was PI for a multi-million pound EPSRC Centre for Doctoral Training and is currently the Director of the Bath Institute for Mathematical Innovation.

Table of Contents

- A Lifetime of Excursions Through Random Walks and Levy Processes. - Path Decompositions of Perturbed Reflecting Brownian Motions. - On Doney's Striking Factorization of the Arc-Sine Law. - On a Two-Parameter Yule-Simon Distribution. - The Limit Distribution of a Singular Sequence of Ito Integrals. - On Multivariate Quasi-infinitely Divisible Distributions. - Extremes and Regular Variation. - Some New Classes and Techniques in the Theory of Bernstein Functions. - A Transformation for Spectrally Negative Levy Processes and Applications. - First-Passage Times for Random Walks in the Triangular Array Setting. - On Local Times of Ornstein-Uhlenbeck Processes. - Two Continua of Embedded Regenerative Sets. - No-Tie Conditions for Large Values of Extremal Processes. - Slowly Varying Asymptotics for Signed Stochastic Difference Equations. - The Doob-McKean Identity for Stable Levy Processes. - Oscillatory Attraction and Repulsion from a Subset of the Unit Sphere or Hyperplane for Isotropic Stable Levy Processes. - Angular Asymptotics for Random Walks. - First Passage Times of Subordinators and Urns.

Additional information

NPB9783030833084
9783030833084
3030833089
A Lifetime of Excursions Through Random Walks and Levy Processes: A Volume in Honour of Ron Doney's 80th Birthday by Loic Chaumont
Loic Chaumont
Progress in Probability
New
Hardback
Springer Nature Switzerland AG
2021-12-01
355
N/A
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