Suprema of compound Poisson processes with light tails. (Q1879487)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 2102345
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Suprema of compound Poisson processes with light tails. |
scientific article; zbMATH DE number 2102345 |
Statements
Suprema of compound Poisson processes with light tails. (English)
0 references
22 September 2004
0 references
tail behavior
0 references
Lévy process
0 references
compound Poisson process
0 references
0 references
0.9169684648513794
0 references
0.8548449277877808
0 references
0.8523032665252686
0 references
0.8330560922622681
0 references
0.8152732849121094
0 references
