We explore the statistical behavior of the order statistics of the ights of one-sided LÃ evy processes (OLPs). We begin with the study of the extreme ights of general OLPs, and then focus on the class of selfsimilar processes, investigating the following issues: (i) the inner hierarchy of the extrem
On the class of polar sets for symmetric lévy processes on the line
✍ Scribed by Mamoru Kanda; Mutsunori Uehara
- Publisher
- Springer
- Year
- 1981
- Tongue
- English
- Weight
- 524 KB
- Volume
- 58
- Category
- Article
- ISSN
- 1432-2064
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