Large jumps of \(q\)-Ornstein-Uhlenbeck processes

DOI10.1016/j.spl.2016.06.025zbMath1347.60117arXiv1603.09685MaRDI QIDQ312098

Yizao Wang

Publication date: 13 September 2016

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1603.09685

zbMATH Keywords

sample paths; Markov processes; extreme value theory; mixing condition; \(q\)-Ornstein-Uhlenbeck processes; double-sum method; Poisson limit theorem

Mathematics Subject Classification ID

60F05: Central limit and other weak theorems

60G70: Extreme value theory; extremal stochastic processes

60J60: Diffusion processes

60G17: Sample path properties

Related Items

Extremes of \(q\)-Ornstein-Uhlenbeck processes

Cites Work

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