Distributions of subadditive functionals of sample paths of infinitely divisible processes
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Publication:686780
DOI10.1214/aop/1176989279zbMath0776.60049OpenAlexW2031900059MaRDI QIDQ686780
Jan Rosiński, Gennady Samorodnitsky
Publication date: 11 October 1993
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176989279
stable processesinfinitely divisible processessubadditive functionalssubexponential class of distributionstail behavior of the distributions of functionals of sample paths
Infinitely divisible distributions; stable distributions (60E07) General theory of stochastic processes (60G07) Stochastic integrals (60H05) Random measures (60G57)
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