L¹ Norm of Lévy Processes with Exponential Tails.

DOI10.7146/MATH.SCAND.A-12584zbMATH Open0865.60031OpenAlexW1513950927MaRDI QIDQ4896569FDOQ4896569

Authors: Michael Braverman, Gennady Samorodnitsky 

Publication date: 26 November 1996

Published in: MATHEMATICA SCANDINAVICA (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/167385

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zbMATH Keywords

exponential distributionsLévy processesLévy measuretail behavior of the distribution

Mathematics Subject Classification ID

Sample path properties (60G17)

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