Passage time and fluctuation calculations for subexponential Lévy processes (Q282543): Difference between revisions
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| Property / Mathematics Subject Classification ID: 60G51 / rank | |||
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| Property / Mathematics Subject Classification ID: 60G70 / rank | |||
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| Property / Mathematics Subject Classification ID: 60F05 / rank | |||
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| Property / Mathematics Subject Classification ID: 60F17 / rank | |||
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| Property / zbMATH DE Number: 6579704 / rank | |||
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| Property / zbMATH Keywords | |||
Lévy processes | |||
| Property / zbMATH Keywords: Lévy processes / rank | |||
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passage time | |||
| Property / zbMATH Keywords: passage time / rank | |||
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fluctuation theory | |||
| Property / zbMATH Keywords: fluctuation theory / rank | |||
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subexponential growth | |||
| Property / zbMATH Keywords: subexponential growth / rank | |||
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limit distributions | |||
| Property / zbMATH Keywords: limit distributions / rank | |||
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maximum domain of attraction | |||
| Property / zbMATH Keywords: maximum domain of attraction / rank | |||
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overshoot | |||
| Property / zbMATH Keywords: overshoot / rank | |||
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regular variation | |||
| Property / zbMATH Keywords: regular variation / rank | |||
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undershoot | |||
| Property / zbMATH Keywords: undershoot / rank | |||
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Revision as of 17:54, 27 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Passage time and fluctuation calculations for subexponential Lévy processes |
scientific article |
Statements
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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