Large exceedances for multidimensional Lévy processes
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Publication:1333382
DOI10.1214/aoap/1177005067zbMath0803.60025OpenAlexW2088642760MaRDI QIDQ1333382
Samuel Karlin, Amir Dembo, 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
stationary independent incrementsfinite logarithmic moment generating functionfirst hitting time of rare events
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