Suprema of compound Poisson processes with light tails. (Q1879487)
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scientific article; zbMATH DE number 2102345
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| English | Suprema of compound Poisson processes with light tails. |
scientific article; zbMATH DE number 2102345 |
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Suprema of compound Poisson processes with light tails. (English)
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22 September 2004
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tail behavior
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Lévy process
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compound Poisson process
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0.9169684648513794
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0.8548449277877808
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0.8523032665252686
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0.8330560922622681
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0.8152732849121094
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