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Moment and MGF convergence of overshoots and undershoots for Lévy insurance risk processes
Park, Hyun Suk,Maller, Ross Cambridge University Press 2008 Advances in applied probability Vol.40 No.3
<P>This paper is concerned with the finiteness and large-time behaviour of moments of the overshoot and undershoot of a high level, and of their moment generating functions (MGFs), for a Lévy process which drifts to -∞ almost surely. This provides information relevant to quantities associated with the ruin of an insurance risk process. Results of Klüppelberg, Kyprianou, and Maller (2004) and Doney and Kyprianou (2006) for asymptotic overshoot and undershoot distributions in the class of Lévy processes with convolution equivalent canonical measures are shown to have moment and MGF convergence extensions.</P>
A tension-mediated glycocalyx-integrin feedback loop promotes mesenchymal-like glioblastoma
Barnes, J. Matthew,Kaushik, Shelly,Bainer, Russell O.,Sa, Jason K.,Woods, Elliot C.,Kai, FuiBoon,Przybyla, Laralynne,Lee, Mijeong,Lee, Hye Won,Tung, Jason C.,Maller, Ori,Barrett, Alexander S.,Lu, Kan Nature Publishing Group 2018 Nature cell biology Vol.20 No.10