The supremum of a process with stationary independent and symmetric increments

DOI10.1016/0304-4149(86)90041-4zbMath0612.60063MaRDI QIDQ1088300

Simeon M. Berman

Publication date: 1986

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(86)90041-4

zbMATH Keywords

regular variation; Levy spectral measure; representation of the characteristic function; stationary independent and symmetric increments

Mathematics Subject Classification ID

60F10: Large deviations

60J99: Markov processes

Related Items

Maxima of Sums of Heavy-Tailed Random Variables, On the asymptotic behaviour of Lévy processes. I: Subexponential and exponential processes, On the supremum of an infinitely divisible process, On the general law of iterated logarithm with application to selfsimilar processes and to Gaussian processes in \(\mathbb{R}{}^ n\) and Hilbert space, Extremes of totally skewed stable motion, Suprema and sojourn times of Lévy processes with exponential tails, Remarks on suprema of Lévy processes with light tailes, Extremes of totally skewed \(\alpha \)-stable processes, On sampling of stationary increment processes, Suprema of compound Poisson processes with light tails., Functionals of infinitely divisible stochastic processes with exponential tails

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