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Results tagged with pr.probability
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user 500844
Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory.
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Are there any known results on the probability distributions of perpetuities with power law ...
Currently I am working on studying stochastic integrals of the form: $$Z_\infty = \int_0^\infty e^{-f(t)}\mathop{d}S_t$$
where $S_t$ is a Compound-Poisson process with Exponentially-distributed increm …
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