Let X(t),t>=0,X(0)=0, be a Lévy process with a spectral Lévy measure [rho]. Assuming that and the right tail of [rho] is light, we show that in the presence of the Brownian component as u-->[infinity], while in the absence of a Brownian component these tails are not always comparable.

Random Telegraph Signals (RTS) has become a major source of variability in the electrical behavior of modern transistors. The major contribution of this work is a new model based on a Monte Carlo algorithm for the mechanisms leading to RTS noise in semiconductor devices. To describe the...

In an insurance company, the risk process estimation and the estimation of the ruin probability are important concerns for an actuary: for researchers, at the theoretical level, and for the management of the company, as these influence the insurer strategy. We consider the evolution over an...