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

Profeta, Christophe

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.

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