The Maximum of Sums of Stable Random Variables
From MaRDI portal
Publication:3239636
DOI10.2307/1992908zbMath0074.34003OpenAlexW4233729692MaRDI QIDQ3239636
Publication date: 1956
Full work available at URL: https://doi.org/10.2307/1992908
Related Items
On the joint distribution of ladder variables of random walk ⋮ On the one dimensional spectral heat content for stable processes ⋮ Fluctuation theory for Lévy processes with completely monotone jumps ⋮ Higher order terms of the spectral heat content for killed subordinate and subordinate killed Brownian motions related to symmetric \(\alpha\)-stable processes in \(\mathbb{R}\) ⋮ The first passage time of a stable process conditioned to not overshoot ⋮ Infinite random planar maps related to Cauchy processes ⋮ Suprema of Lévy processes ⋮ Maxima of sums of random variables and suprema of stable processes ⋮ Survival probability of random walks and Lévy flights on a semi-infinite line ⋮ On Wiener-Hopf factors for stable processes ⋮ Record statistics of a strongly correlated time series: random walks and Lévy flights ⋮ Spectral properties of the massless relativistic harmonic oscillator ⋮ Maximum of cumulative sums for the Cauchy distribution ⋮ On exit time of stable processes ⋮ On the law of homogeneous stable functionals ⋮ Expected maximum of bridge random walks & Lévy flights ⋮ Unnamed Item ⋮ On extrema of stable processes ⋮ Inversion of the space and time of stable Lévy processes ⋮ Self and spurious multi-affinity of ordinary Lévy motion, and pseudo-Gaussian relations ⋮ Stable processes: Sample function growth at a local minimum ⋮ On the Distribution of the Supremum Functional for Processes with Stationary Independent Increments ⋮ Stable Processes with An Absorbing Barrier ⋮ A class of limit distributions for maximum cumulative sum ⋮ Universal order statistics for random walks \& Lévy flights
Cites Work