On the extreme flights of one-sided Lévy processes

DOI10.1016/j.physa.2003.08.024zbMath1029.60035arXivcond-mat/0307308OpenAlexW2026570388MaRDI QIDQ1412870

Joseph Klafter, Iddo I. Eliazar

Publication date: 30 November 2003

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/cond-mat/0307308

zbMATH Keywords

selfsimilar processesinner hierarchy

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51)

Related Items

One-dimensional distributions of subordinators with upper truncated Lévy measure, and applications

Cites Work

• Chance and Stability
• Hydrodynamics at the smallest scales: a solvability criterion for Navier–Stokes equations in high dimensions
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