Heavy tails of a Lévy process and its maximum over a random time interval (Q763680)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Heavy tails of a Lévy process and its maximum over a random time interval |
scientific article |
Statements
Heavy tails of a Lévy process and its maximum over a random time interval (English)
0 references
29 March 2012
0 references
heavy-tailed distribution
0 references
Lévy process
0 references
maximum
0 references
tail asymptotics
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
