Large jumps of \(q\)-Ornstein-Uhlenbeck processes (Q312098)
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English | Large jumps of \(q\)-Ornstein-Uhlenbeck processes |
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Large jumps of \(q\)-Ornstein-Uhlenbeck processes (English)
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13 September 2016
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\(q\)-Ornstein-Uhlenbeck processes
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sample paths
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Markov processes
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double-sum method
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Poisson limit theorem
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mixing condition
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extreme value theory
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