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EXCURSIONS AND OCCUPATION TIMES OF CRITICAL EXCITED RANDOM WALKS
EXCURSIONS AND OCCUPATION TIMES EXCITED RANDOM WALKS
2015/9/29
We consider excited random walks (ERWs) on integers in i.i.d. environments with a bounded number of excitations per site. The emphasis is primarily on
the critical case for the transition between rec...
Occupation times of spectrally negative Lévy processes with applications
Occupation time spectrally negative Lévy processes fluctuation theory scale functions
2011/2/21
In this paper, we compute the Laplace transform of occupation times (of the negative half-line) of spectrally negative Lévy processes. Our results are extensions of known results
for standard Brownia...