Michael Grabchak

Identifiers

• name variant Michael Grabchak 0.60 · backfill

Papers (6)

1. Exact Simulation from Tempered Stable Distributions with Infinite Variation ($\alpha\ge1$) math.PR · 2026 · author #1
2. Finite sample properties of the mean occupancy counts and probabilities math.ST · 2016 · author #2
3. Three Upsilon Transforms Related to Tempered Stable Distributions math.PR · 2015 · author #1
4. Inversions of Levy Measures and the Relation Between Long and Short Time Behavior of Levy Processes math.PR · 2012 · author #1
5. Limit Theorems For Sequences of Tempered Stable and Related Distributions math.PR · 2012 · author #1
6. On A New Class of Tempered Stable Distributions: Moments and Regular Variation math.PR · 2011 · author #1

Mentions

• 1506.04856 #1 · backfill · confidence 0.70 Michael Grabchak
• 1207.4381 #1 · backfill · confidence 0.70 Michael Grabchak
• 1201.6006 #1 · backfill · confidence 0.70 Michael Grabchak
• 1109.1028 #1 · backfill · confidence 0.70 Michael Grabchak

Frequent Coauthors

• Geoffrey Decrouez 1 shared papers
• Quentin Paris 1 shared papers