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- W4300508749 abstract "We show that the hitting times for points of real $alpha-$stable L'evy processes ($1<alphale 2$) are unimodal random variables. The argument relies on strong unimodality and several recent multiplicative identities in law. In the symmetric case we use a factorization of Yano et al., whereas in the completely asymmetric case we apply an identity of the second author. The method extends to the general case thanks to a fractional moment evaluation due to Kuznetsov et al." @default.
- W4300508749 created "2022-10-03" @default.
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- W4300508749 date "2013-11-07" @default.
- W4300508749 modified "2023-10-18" @default.
- W4300508749 title "Unimodality of hitting times for stable processes" @default.
- W4300508749 hasPublicationYear "2013" @default.
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