Large exceedances for multidimensional Lévy processes

DOI10.1214/AOAP/1177005067MaRDI QIDQ1333382zbMATH OpenOpenAlexFDO

Authors Amir Dembo, Samuel Karlin, Ofer Zeitouni

Publication date 3 January 1995

Published in The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aoap/1177005067

zbMATH Keywords

finite logarithmic moment generating functionfirst hitting time of rare eventsstationary independent increments

Mathematics Subject Classification ID

Large deviations (60F10) Sample path properties (60G17) Markov processes (60J99)

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• First passage times of general sequences of random vectors: A large deviations approach
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• Extremes of vector-valued Gaussian processes
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