Joint asymptotic distribution of certain path functionals of the reflected process (Q303667): Difference between revisions

@@ Property / author @@
-Martijn R. Pistorius
@@ Property / author: Martijn R. Pistorius / rank @@
-Normal rank
@@ Property / author @@
+Martijn R. Pistorius
@@ Property / author: Martijn R. Pistorius / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G51
@@ Property / Mathematics Subject Classification ID: 60G51 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+F05
@@ Property / Mathematics Subject Classification ID: 60F05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G17
@@ Property / Mathematics Subject Classification ID: 60G17 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6618595
@@ Property / zbMATH DE Number: 6618595 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+reflected Lévy process
@@ Property / zbMATH Keywords: reflected Lévy process / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+asymptotic independence
@@ Property / zbMATH Keywords: asymptotic independence / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+limiting overshoot
@@ Property / zbMATH Keywords: limiting overshoot / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Cramér condition
@@ Property / zbMATH Keywords: Cramér condition / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+Publication
@@ Property / MaRDI profile type: Publication / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.6746
@@ Property / arXiv ID: 1306.6746 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:303667