Passage time and fluctuation calculations for subexponential Lévy processes (Q282543): Difference between revisions

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Passage time and fluctuation calculations for subexponential Lévy processes
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    Passage time and fluctuation calculations for subexponential Lévy processes (English)
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    12 May 2016
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    Lévy processes
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    passage time
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    fluctuation theory
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    subexponential growth
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    limit distributions
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    maximum domain of attraction
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    overshoot
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    regular variation
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    undershoot
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