论文标题
在频谱正稳定游览和其他相关过程的区域
The area under a spectrally positive stable excursion and other related processes
论文作者
论文摘要
我们研究了频谱正稳定的L {é} Vy工艺L及其蜿蜒曲折的区域的归一化偏移下的区域的分布,并在L下保持阳性。我们的结果涉及赖特(Wright)功能的特殊情况,这可以看作是在类似的布朗尼地区出现的经典空气功能的概括。
We study the distribution of the area under the normalized excursion of a spectrally positive stable L{é}vy process L, as well as the area under its meander, and under L conditioned to stay positive. Our results involve a special case of Wright's function, which may be seen as a generalization of the classic Airy function appearing in similar Brownian's areas.