Conditional limit theorems for spectrally positive Lévy processes (Q4547103)
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scientific article; zbMATH DE number 1785733
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| 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)
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25 November 2002
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Lévy process
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spectrally positive
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infinitely divisible
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Skorokhod reflection
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regular variation
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weak convergence
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large deviations
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0.9142883
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0.9083098
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0.9056185
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0.9035903
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0.89935315
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0.89820737
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