Heavy tails of a Lévy process and its maximum over a random time interval (Q763680)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Heavy tails of a Lévy process and its maximum over a random time interval |
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Heavy tails of a Lévy process and its maximum over a random time interval (English)
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29 March 2012
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heavy-tailed distribution
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Lévy process
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maximum
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tail asymptotics
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