| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1152599 | Statistics & Probability Letters | 2011 | 5 Pages |
Abstract
In this article we derive formula for probability P(supt≤T(Z(t)−ct)>u)P(supt≤T(Z(t)−ct)>u) where Z={Z(t)}Z={Z(t)} is a spectrally positive αα-stable Lévy process with 0<α≤20<α≤2 and c∈Rc∈R.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Zbigniew Michna,