Extremal behavior of regularly varying stochastic processes (Q2485825): Difference between revisions

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+A characterization of multivariate regular variation.
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+Tail probabilities of subadditive functionals of Lévy processes.
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+An introduction to the theory of point processes
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+max-infinitely divisible and max-stable sample continuous processes
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+On convergence toward an extreme value distribution in \(C[0,1]\)
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+Distributions of subadditive functionals of sample paths of infinitely divisible processes
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