Pages that link to "Item:Q5587593"

The following pages link to On the maximum of sums of random variables and the supremum functional for stable processes (Q5587593):

Displaying 17 items.

• The first passage time of a stable process conditioned to not overshoot (Q325892) (← links)
• On extrema of stable processes (Q533746) (← links)
• The law of the supremum of a stable Lévy process with no negative jumps (Q948745) (← links)
• A class of limit distributions for maximum cumulative sum (Q1053344) (← links)
• On the exact asymptotic behaviour of the distribution of ladder epochs (Q1162762) (← links)
• Maximum of cumulative sums for the Cauchy distribution (Q1166824) (← links)
• On the joint distribution of ladder variables of random walk (Q1326326) (← links)
• Bounds for the solution to the single-period inventory model with compound renewal process input: an application to setting credit card limits (Q1755398) (← links)
• Nonparametric estimation of jump diffusion models (Q2024442) (← links)
• Testing for the presence of jump components in jump diffusion models (Q2172017) (← links)
• Inversion of the space and time of stable Lévy processes (Q2492619) (← links)
• Fluctuation theory for Lévy processes with completely monotone jumps (Q2631866) (← links)
• Stable processes: Sample function growth at a local minimum (Q3868537) (← links)
• (Q5605488) (← links)
• Maxima of sums of random variables and suprema of stable processes (Q5649177) (← links)
• Estimates for the distribution of sums and maxima of sums of random variables without the Cramér condition (Q5932604) (← links)
• Homogeneous models and generic extensions (Q5970171) (← links)