The asymptotic behavior of densities related to the supremum of a stable process
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Publication:2268702
DOI10.1214/09-AOP479zbMath1185.60052arXiv1001.4872MaRDI QIDQ2268702
Mladen Svetoslavov Savov, Ronald Arthur Doney
Publication date: 8 March 2010
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1001.4872
60G70: Extreme value theory; extremal stochastic processes
60F15: Strong limit theorems
60G52: Stable stochastic processes
60E99: Distribution theory
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