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On the limiting behaviour of Lévy processes at zero

✍ Scribed by P. Andrew


Publisher
Springer
Year
2007
Tongue
English
Weight
306 KB
Volume
140
Category
Article
ISSN
1432-2064

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📜 SIMILAR VOLUMES


On the extreme flights of one-sided Lévy
✍ Iddo Eliazar; Joseph Klafter 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 223 KB

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