Concepedia

Undershoot Distributions

Undershoot Distributions is a stochastic construct in the theory of First Passage Times that characterizes the probability distribution of the amount by which a stochastic process falls below a specified boundary at the instant of first passage.

12

Publications

330

Citations

21

Authors

18

Institutions

Publications per year

2017–2026

2

Parents

Publications

12

Overshoots and undershoots of Lévy processes

The Annals of Applied Probability · 2006 · 114 citations · Full text

, , +13

Overshoots and undershoots of Levy processes

MIMS EPrints (University of Southampton) · 2005 · 108 citations

, , +13

Exact and asymptotic n-tuple laws at first and last passage

Andreas E. Kyprianou, Juan Carlos Pardo, Víctor M. Hernández Rivero · The Annals of Applied Probability · 2010 · 49 citations · Full text

, , +16

On extreme ruinous behaviour of Lévy insurance risk processes

Claudia Klüppelberg, Andreas E. Kyprianou · Journal of Applied Probability · 2006 · 40 citations · Full text

, , +13

Dynamical account of how /b, d, g/ differ from /p, t, k/ in Spanish: Evidence from labials

Benjamin Parrell · Laboratory Phonology Journal of the Association for Laboratory Phonology · 2011 · 21 citations · Full text

, , +14

1–5 of 12

Authors

21

  1. RM
    Ross Maller

    The University of Western Australia, Australia

    2 publications · 26 citations

    2

    h-index

  2. AE
    Andreas E. Kyprianou

    University of Bath, United Kingdom

    2 publications · 89 citations

    2

    h-index

  3. MG
    Miguel Gutiérrez

    Universidad Politécnica de Madrid, Spain

    1 publications · 13 citations

    1

    h-index

  4. JC
    Juan Carlos Pardo

    Mathematics Research Center, Mexico

    1 publications · 49 citations

    1

    h-index

  5. VM
    Víctor M. Hernández Rivero

    Mathematics Research Center, Mexico

    1 publications · 49 citations

    1

    h-index

1–5 of 21

Institutions

18

  1. Australian National University

    Canberra, Australia

    2 h-index

    3 publications

    42 citations

  2. Universidad Politécnica de Madrid

    Madrid, Spain

    1 h-index

    1 publications

    13 citations

  3. Pohang University of Science and Technology

    Pohang, South Korea

    1 h-index

    1 publications

    16 citations

  4. University of Amsterdam

    Amsterdam, The Netherlands

    1 h-index

    1 publications

    16 citations

  5. James A. Haley Veterans' Hospital

    Tampa, United States

    1 h-index

    2 publications

    26 citations

  6. University of Manchester

    Manchester, United Kingdom

    1 h-index

    1 publications

    10 citations

  7. Swiss Center for Electronics and Microtechnology (Switzerland)

    Neuchâtel, Switzerland

    1 h-index

    1 publications

    18 citations

  8. University of Chile

    Santiago, Chile

    1 h-index

    2 publications

    36 citations

1–8 of 18

Venues

  1. MIMS EPrints (University of Southampton)

    Repository · 1 publications · 108 citations

    1

    h-index

  2. Naval Research Logistics (NRL)

    1 publications · 10 citations

    1

    h-index

  3. Applied Mathematical Modelling

    1 publications · 13 citations

    1

    h-index

  4. NMR in Biomedicine

    NiB · 1 publications · 16 citations

    1

    h-index

  5. The Annals of Applied Probability

    1 publications · 49 citations

    1

    h-index

1–5