Pages that link to "Item:Q2189454"
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The following pages link to Sample path large deviations for Lévy processes and random walks with regularly varying increments (Q2189454):
Displaying 11 items.
- Precise large deviations for dependent subexponential variables (Q2040065) (← links)
- Extremal clustering under moderate long range dependence and moderately heavy tails (Q2074983) (← links)
- Hidden regular variation for point processes and the single/multiple large point heuristic (Q2117439) (← links)
- Persistence of heavy-tailed sample averages: principle of infinitely many big jumps (Q2136090) (← links)
- Sample path large deviations for Lévy processes and random walks with Weibull increments (Q2240472) (← links)
- Finite-time ruin probabilities under large-claim reinsurance treaties for heavy-tailed claim sizes (Q3299447) (← links)
- The Kramers problem for SDEs driven by small, accelerated Lévy noise with exponentially light jumps (Q5157723) (← links)
- Sample-path large deviations for a class of heavy-tailed Markov-additive processes (Q6126988) (← links)
- Scale-free graphs with many edges (Q6177606) (← links)
- Refined behaviour of a conditioned random walk in the large deviations regime (Q6178565) (← links)
- A large deviation principle for the normalized excursion of an \(\alpha\)-stable Lévy process without negative jumps (Q6634819) (← links)
