Functionals of infinitely divisible stochastic processes with exponential tails
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Publication:1890697
DOI10.1016/0304-4149(94)00074-4zbMath0819.60020OpenAlexW2072140221MaRDI QIDQ1890697
Michael Braverman, Gennady Samorodnitsky
Publication date: 23 May 1995
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://hdl.handle.net/1813/8964
Lévy processesinfinitely divisible distributionssubadditive functionalsLévy measuresexponential probability distributions
Infinitely divisible distributions; stable distributions (60E07) General theory of stochastic processes (60G07)
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