Tail probabilities of subadditive functionals acting on Lévy processes

M. Braverman, T. Mikosch, G. Samorodnitsky

Research output: Book/ReportReportAcademic

47 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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