Trimmed Lvy processes and their extremal components

Date

Authors

Ipsen, Yuguang

Maller, Ross

Resnick, Sidney I.

Publisher

Elsevier

Keywords

Trimmed Lévy process, Trimmed subordinator, Subordinator large jumps, Extreme value-related conditions, Large-trimming limits

URI

http://hdl.handle.net/1885/219270

Collections

ANU Research Publications

Source

Stochastic Processes and their Applications

Type

Journal article

DOI

10.1016/j.spa.2019.06.018

Restricted until

2099-12-31

Downloads

File

Description

01_Ipsen_Trimmed_Lvy_processes_and_2020.pdf (692.01 KB)