Large jumps of \(q\)-Ornstein-Uhlenbeck processes (Q312098)

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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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