Some Properties of the Kilbas-Saigo Function

We characterize the complete monotonicity of the Kilbas-Saigo function on the negative half-line. We also provide the exact asymptotics at −∞, and uniform hyperbolic bounds are derived. The same questions are addressed for the classical Le Roy function. The main ingredient for the proof is a probabilistic representation of these functions in terms of the stable subordinator.

Effective Angle of Synchrotron Radiation

An exact analytical expression for the effective angle is determined for an arbitrary energy value of a radiating particle. An effective angle of instantaneous power is defined for synchrotron radiation in the framework of classical electrodynamics. This definition explicitly contains the most symmetric distribution of half the total of the instantaneous power of synchrotron radiation. Two exact analytical expressions for the effective angle are considered for the arbitrary energy values of a radiating particle, and the second expression brings to light the exact asymptotics of the effective angle in the ultrarelativistic limit.

The exact asymptotics of the large deviation probabilities in the multivariate boundary crossing problem

For a multivariate random walk with independent and identically distributed jumps satisfying the Cramér moment condition and having mean vector with at least one negative component, we derive the exact asymptotics of the probability of ever hitting the positive orthant that is being translated to infinity along a fixed vector with positive components. This problem is motivated by and extends results of Avram et al. (2008) on a two-dimensional risk process. Our approach combines the large deviation techniques from a series of papers by Borovkov and Mogulskii from around 2000 with new auxiliary constructions, enabling us to extend their results on hitting remote sets with smooth boundaries to the case of boundaries with a ‘corner’ at the ‘most probable hitting point’. We also discuss how our results can be extended to the case of more general target sets.