Extremes of Levy processes with light tails

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dc.creatorBraverman, Michael
dc.date2009-02-06
dc.date.accessioned2026-07-07T12:38:54Z
dc.date.available2026-07-07T12:38:54Z
dc.descriptionWe give conditions under which the tail probability of the supremum over unit interval of a Levy process with light tail is equivalent to the tail of the value of the process at the right endpoint.
dc.description31 pages
dc.identifierhttps://arxiv.org/abs/0902.1075
dc.identifierhttp://arxiv.org/abs/0902.1075
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/218929
dc.subjectProbability
dc.subjectStatistics Theory
dc.subject60G17; 60E07
dc.titleExtremes of Levy processes with light tails
dc.typetext

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