| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 10526155 | Statistics & Probability Letters | 2005 | 11 Pages |
Abstract
A class of Lévy processes with exponentially decaying tails of Lévy measure are investigated. One of the results is that the probability tails of the supremum of the process over finite interval and of the value of the process at the right end of the interval have equivalent probability tails.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Michael Braverman,