Lévy processes conditioned to stay in a half-space with applications to directional extremes (Q6157629)
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scientific article; zbMATH DE number 7700000
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Lévy processes conditioned to stay in a half-space with applications to directional extremes |
scientific article; zbMATH DE number 7700000 |
Statements
Lévy processes conditioned to stay in a half-space with applications to directional extremes (English)
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22 June 2023
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conditioning to stay positive
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directional extremes
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exchangeability
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local behavior
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Sparre-Andersen identity
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0.811171293258667
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0.8041186928749084
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0.7886820435523987
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0.7725705504417419
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