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A remark on exact simulation of tempered stable Ornstein–Uhlenbeck processes
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- Journal of Applied Probability , First View
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- 02 May 2024, pp. 1-3
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Characteristics of the switch process and geometric divisibility
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- Journal of Applied Probability / Volume 61 / Issue 3 / September 2024
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- 06 November 2023, pp. 802-809
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- September 2024
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Distribution of consensus in a broadcast-based consensus algorithm with random initial opinions
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- Journal of Applied Probability / Volume 60 / Issue 4 / December 2023
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- 09 May 2023, pp. 1416-1438
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- December 2023
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Large deviations of Poisson Telecom processes
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- Journal of Applied Probability / Volume 60 / Issue 1 / March 2023
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- 12 October 2022, pp. 267-283
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- March 2023
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Non-asymptotic control of the cumulative distribution function of Lévy processes
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- Advances in Applied Probability / Volume 54 / Issue 3 / September 2022
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- 15 June 2022, pp. 913-944
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- September 2022
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Exact simulation of Ornstein–Uhlenbeck tempered stable processes
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- Journal of Applied Probability / Volume 58 / Issue 2 / June 2021
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- 23 June 2021, pp. 347-371
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- June 2021
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Tail asymptotics of an infinitely divisible space-time model with convolution equivalent Lévy measure
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- Journal of Applied Probability / Volume 58 / Issue 1 / March 2021
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- 25 February 2021, pp. 42-67
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- March 2021
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SECOND ORDER SUBEXPONENTIALITY AND INFINITE DIVISIBILITY
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- Journal of the Australian Mathematical Society / Volume 112 / Issue 3 / June 2022
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- 22 June 2020, pp. 367-390
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- June 2022
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Completely asymmetric stable processes conditioned to avoid an interval
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- Journal of Applied Probability / Volume 56 / Issue 4 / December 2019
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- 11 December 2019, pp. 1187-1197
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- December 2019
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Efficient simulation of Lévy-driven point processes
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- Advances in Applied Probability / Volume 51 / Issue 4 / December 2019
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- 15 November 2019, pp. 927-966
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- December 2019
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WEAK SUBORDINATION OF MULTIVARIATE LÉVY PROCESSES
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- Bulletin of the Australian Mathematical Society / Volume 100 / Issue 3 / December 2019
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- 09 July 2019, pp. 518-519
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- December 2019
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On association and other forms of positive dependence for Feller processes
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- Journal of Applied Probability / Volume 56 / Issue 2 / June 2019
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- 30 July 2019, pp. 624-646
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- June 2019
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On perpetuities with gamma-like tails
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- Journal of Applied Probability / Volume 55 / Issue 2 / June 2018
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- 26 July 2018, pp. 368-389
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- June 2018
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Domains of attraction for positive and discrete tempered stable distributions
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- Journal of Applied Probability / Volume 55 / Issue 1 / March 2018
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- 28 March 2018, pp. 30-42
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- March 2018
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Excursion sets of infinitely divisible random fields with convolution equivalent Lévy measure
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- Journal of Applied Probability / Volume 54 / Issue 3 / September 2017
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- 15 September 2017, pp. 833-851
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- September 2017
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Taylor's law, via ratios, for some distributions with infinite mean
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- Journal of Applied Probability / Volume 54 / Issue 3 / September 2017
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- 15 September 2017, pp. 657-669
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- September 2017
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A direct approach to the stable distributions
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- Advances in Applied Probability / Volume 48 / Issue A / July 2016
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- 25 July 2016, pp. 261-282
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- July 2016
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Stable laws and Beurling kernels
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- Advances in Applied Probability / Volume 48 / Issue A / July 2016
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- 25 July 2016, pp. 239-248
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- July 2016
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Random Fields with Pólya Correlation Structure
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- Journal of Applied Probability / Volume 51 / Issue 4 / December 2014
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- 30 January 2018, pp. 1037-1050
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- December 2014
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Nonnormal Small Jump Approximation of Infinitely Divisible Distributions
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- Advances in Applied Probability / Volume 46 / Issue 4 / December 2014
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- 22 February 2016, pp. 963-984
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- December 2014
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