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A Monte Carlo algorithm for the extrema of tempered stable processes
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- Advances in Applied Probability / Volume 55 / Issue 4 / December 2023
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- 30 June 2023, pp. 1362-1389
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- December 2023
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Exact simulation of the extrema of stable processes
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- Advances in Applied Probability / Volume 51 / Issue 4 / December 2019
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- 15 November 2019, pp. 967-993
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- December 2019
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Asymptotic variance for random walk Metropolis chains in high dimensions: logarithmic growth via the Poisson equation
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- Advances in Applied Probability / Volume 51 / Issue 4 / December 2019
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- 15 November 2019, pp. 994-1026
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- December 2019
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Anomalous recurrence properties of many-dimensional zero-drift random walks
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- Advances in Applied Probability / Volume 48 / Issue A / July 2016
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- 25 July 2016, pp. 99-118
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- July 2016
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On the weak limit law of the maximal uniform k-spacing
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- Advances in Applied Probability / Volume 48 / Issue A / July 2016
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- 25 July 2016, pp. 235-238
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- July 2016
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Randomisation and recursion methods for mixed-exponential Lévy models, with financial applications
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- Journal of Applied Probability / Volume 52 / Issue 4 / December 2015
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- 30 March 2016, pp. 1076-1096
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- December 2015
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62 Untreated schizophrenics in hard felony commitment
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- Acta Neuropsychiatrica / Volume 21 / Issue S2 / June 2009
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- 24 June 2014, p. 93
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A Note on a Paper by Wong and Heyde
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- Journal of Applied Probability / Volume 48 / Issue 3 / September 2011
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- 14 July 2016, pp. 811-819
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- September 2011
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