Heavy tails of a Lévy process and its maximum over a random time interval (Q763680): Difference between revisions

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Revision as of 22:21, 19 March 2024

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Heavy tails of a Lévy process and its maximum over a random time interval
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    Heavy tails of a Lévy process and its maximum over a random time interval (English)
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    29 March 2012
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    heavy-tailed distribution
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    Lévy process
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    maximum
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    tail asymptotics
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