Tail probabilities of subadditive functionals acting on Lévy processes

M. Braverman, T. Mikosch, G. Samorodnitsky

    Research output: Book/ReportReportAcademic

    35 Downloads (Pure)
    Original languageEnglish
    Place of PublicationEindhoven
    PublisherEurandom
    Number of pages26
    Publication statusPublished - 2000

    Publication series

    NameReport Eurandom
    Volume2000012
    ISSN (Print)1389-2355

    Cite this

    Braverman, M., Mikosch, T., & Samorodnitsky, G. (2000). Tail probabilities of subadditive functionals acting on Lévy processes. (Report Eurandom; Vol. 2000012). Eurandom.