Joint asymptotic distribution of certain path functionals of the reflected process (Q303667)
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scientific article; zbMATH DE number 6618595
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| English | Joint asymptotic distribution of certain path functionals of the reflected process |
scientific article; zbMATH DE number 6618595 |
Statements
Joint asymptotic distribution of certain path functionals of the reflected process (English)
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22 August 2016
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reflected Lévy process
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asymptotic independence
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limiting overshoot
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Cramér condition
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0.7824445962905884
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0.7768402695655823
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0.766954243183136
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0.7461071610450745
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