Pages that link to "Item:Q1872382"
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The following pages link to Tail probabilities of subadditive functionals of Lévy processes. (Q1872382):
Displaying 13 items.
- Functional regular variation of Lévy-driven multivariate mixed moving average processes (Q385628) (← links)
- Heavy-traffic approximations for fractionally integrated random walks in the domain of attraction of a non-Gaussian stable distribution (Q424472) (← links)
- The point process approach for fractionally differentiated random walks under heavy traffic (Q713216) (← links)
- Heavy tails of a Lévy process and its maximum over a random time interval (Q763680) (← links)
- On subexponential tails for the maxima of negatively driven compound renewal and Lévy processes (Q1743344) (← links)
- Ruin problem and how fast stochastic processes mix (Q1872353) (← links)
- Tail probabilities of subadditive functionals on stable processes with continuous and discrete time (Q2485771) (← links)
- Extremal behavior of regularly varying stochastic processes (Q2485825) (← links)
- Tail asymptotics for exponential functionals of Lévy processes (Q2490054) (← links)
- The probability of exceeding a high boundary on a random time interval for a heavy-tailed random walk (Q2572397) (← links)
- Lévy Processes with Two-Sided Reflection (Q2807248) (← links)
- Applications of factorization embeddings for Lévy processes (Q5395359) (← links)
- On regular variation for infinitely divisible random vectors and additive processes (Q5475393) (← links)
