Trimmed Lvy processes and their extremal components
Date
2020
Authors
Ipsen, Yuguang
Maller, Ross
Resnick, Sidney I.
Journal Title
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Volume Title
Publisher
Elsevier
Abstract
Description
Keywords
Trimmed Lévy process, Trimmed subordinator, Subordinator large jumps, Extreme value-related conditions, Large-trimming limits
Citation
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Source
Stochastic Processes and their Applications
Type
Journal article
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Access Statement
License Rights
Restricted until
2099-12-31
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