29.10.2025
Rafał Łochowski, SGH
"Moments and tails of hitting times of bessel processes and convolutions of elementary mixtures of exponential distributions"
Abstract: I will present explicit estimates of right and left tails and exact (up to universal, multiplicative constants) estimates of tails and moments of hitting times of Bessel processes. The latter estimates are obtained from more general estimates of moments and tails established for convolutions of elementary mixtures of exponential distributions.
Joint work with Witold M. Bednorz.
Rafał Łochowski, SGH
"Moments and tails of hitting times of bessel processes and convolutions of elementary mixtures of exponential distributions"
Abstract: I will present explicit estimates of right and left tails and exact (up to universal, multiplicative constants) estimates of tails and moments of hitting times of Bessel processes. The latter estimates are obtained from more general estimates of moments and tails established for convolutions of elementary mixtures of exponential distributions.
Joint work with Witold M. Bednorz.
Everyone is cordially invited!
B. Kołodziejek, W. Matysiak, K. Szpojankowski, J. Wesołowski