On subexponential tails for the maxima of negatively driven compound renewal and Lévy processes (Q1743344)
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scientific article
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| English | On subexponential tails for the maxima of negatively driven compound renewal and Lévy processes |
scientific article |
Statements
On subexponential tails for the maxima of negatively driven compound renewal and Lévy processes (English)
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13 April 2018
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Lévy process
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compound renewal process
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distribution tails
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heavy tails
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long-tailed distributions
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subexponential distributions
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random walk
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0.8089702129364014
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0.8014621138572693
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0.7984855771064758
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0.7919327616691589
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0.7880030274391174
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