On the extreme flights of one-sided Lévy processes

Physica A: Statistical Mechanics and its Applications

Volumn 330, Issue 1-2, 2003, Pages 8-17

  Eliazar, Iddo ^a   Klafter, Joseph ^a  

^a TEL AVIV UNIVERSITY   (Israel)

Author keywords

Extreme value theory; Fr chet distribution; L vy flights; Order statistics; Selfsimilar L vy processes

Indexed keywords

HIERARCHICAL SYSTEMS; PROBLEM SOLVING; STATISTICS; THEOREM PROVING;

ORDER STATISTICS;

RANDOM PROCESSES;

EID: 0344118688     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2003.08.024     Document Type: Conference Paper

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