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Tail probabilities of subadditive functionals acting on Lévy processes

  • M. Braverman
  • , T. Mikosch
  • , G. Samorodnitsky

Research output: Book/Report › Report › Academic

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

Publication series

NameReport Eurandom
Volume2000012
ISSN (Print)1389-2355

Access to Document

  • 537145Final published version, 341 KB

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