Passage time and fluctuation calculations for subexponential Lévy processes (Q282543)
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 6579704
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Passage time and fluctuation calculations for subexponential Lévy processes |
scientific article; zbMATH DE number 6579704 |
Statements
Passage time and fluctuation calculations for subexponential Lévy processes (English)
0 references
12 May 2016
0 references
Lévy processes
0 references
passage time
0 references
fluctuation theory
0 references
subexponential growth
0 references
limit distributions
0 references
maximum domain of attraction
0 references
overshoot
0 references
regular variation
0 references
undershoot
0 references
0 references
0.8398696184158325
0 references
0.8164129257202148
0 references
0.8086910843849182
0 references
0.8004029393196106
0 references
0.8002144694328308
0 references
