Tail probabilities of subadditive functionals acting on Lévy processes

M. Braverman, T. Mikosch, G. Samorodnitsky

    Research output: Book/ReportReportAcademic

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

    Publication series

    NameReport Eurandom
    Volume2000012
    ISSN (Print)1389-2355

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