Joint asymptotic distribution of certain path functionals of the reflected process (Q303667): Difference between revisions
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| Property / Mathematics Subject Classification ID: 60G51 / rank | |||
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| Property / Mathematics Subject Classification ID: 60F05 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60G17 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6618595 / rank | |||
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| Property / zbMATH Keywords | |||
reflected Lévy process | |||
| Property / zbMATH Keywords: reflected Lévy process / rank | |||
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asymptotic independence | |||
| Property / zbMATH Keywords: asymptotic independence / rank | |||
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limiting overshoot | |||
| Property / zbMATH Keywords: limiting overshoot / rank | |||
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Cramér condition | |||
| Property / zbMATH Keywords: Cramér condition / rank | |||
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Revision as of 22:30, 27 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Joint asymptotic distribution of certain path functionals of the reflected process |
scientific article |
Statements
Joint asymptotic distribution of certain path functionals of the reflected process (English)
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22 August 2016
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reflected Lévy process
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asymptotic independence
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limiting overshoot
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Cramér condition
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