Unusually large values for spectrally positive stable and related processes

Annals of Probability

Volumn 27, Issue 2, 1999, Pages 990-1008

  O'Brien, George L ^a  

^a YORK UNIVERSITY   (Canada)

Author keywords

Infinitely divisible; Large deviations; Law of the interated logarithm; Partial sums; Spectrally positive; Stable processes; The m1 topology

Indexed keywords

EID: 0033444662     PISSN: 00911798     EISSN: None     Source Type: Journal    
DOI: 10.1214/aop/1022677393     Document Type: Article

References (10)

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