The Maximum of Sums of Stable Random Variables

Cites work

A Combinatorial Lemma and Its Application to Probability Theory
scientific article; zbMATH DE number 3025554 (Why is no real title available?)
scientific article; zbMATH DE number 3108056 (Why is no real title available?)
On certain limit theorems of the theory of probability
The Distribution of the Maximum of Partial Sums of Independent Random Variables

Cited in

(27)

A class of limit distributions for maximum cumulative sum
Maximum of cumulative sums for the Cauchy distribution
On the joint distribution of ladder variables of random walk
Universal order statistics for random walks \& Lévy flights
Higher order terms of the spectral heat content for killed subordinate and subordinate killed Brownian motions related to symmetric \(\alpha\)-stable processes in \(\mathbb{R}\)
Inversion of the space and time of stable Lévy processes
Fluctuation theory for Lévy processes with completely monotone jumps
On the one dimensional spectral heat content for stable processes
On the Distribution of the Supremum Functional for Processes with Stationary Independent Increments
Stable Processes with An Absorbing Barrier
The first passage time of a stable process conditioned to not overshoot
Suprema of Lévy processes
Stable processes: Sample function growth at a local minimum
Spectral properties of the massless relativistic harmonic oscillator
Infinite random planar maps related to Cauchy processes
Survival probability of random walks and Lévy flights on a semi-infinite line
On the law of homogeneous stable functionals
Expected maximum of bridge random walks & Lévy flights
On extrema of stable processes
Record statistics of a strongly correlated time series: random walks and Lévy flights
scientific article; zbMATH DE number 3326826 (Why is no real title available?)
Maxima of sums of random variables and suprema of stable processes
Self and spurious multi-affinity of ordinary Lévy motion, and pseudo-Gaussian relations
On Wiener-Hopf factors for stable processes
On exit time of stable processes
Joint density of the stable process and its supremum: regularity and upper bounds
Suprema of Lévy processes with completely monotone jumps: spectral-theoretic approach

This page was built for publication: The Maximum of Sums of Stable Random Variables

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3239636)