Conditional limit theorems for spectrally positive Lévy processes (Q4547103)
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 1785733
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Conditional limit theorems for spectrally positive Lévy processes |
scientific article; zbMATH DE number 1785733 |
Statements
Conditional limit theorems for spectrally positive Lévy processes (English)
0 references
25 November 2002
0 references
Lévy process
0 references
spectrally positive
0 references
infinitely divisible
0 references
Skorokhod reflection
0 references
regular variation
0 references
weak convergence
0 references
large deviations
0 references
0 references
0.9142883
0 references
0.9083098
0 references
0.9056185
0 references
0.9035903
0 references
0.89935315
0 references
0.89820737
0 references
