L1 Norm of Lévy Processes with Exponential Tails.
Mathematica Scandinavica, Tome 78 (1996) no. 2, pp. 213-232
Cet article a éte moissonné depuis la source European Digital Mathematics Library
Mots-clés :
exponential distributions, Lévy processes, tail behavior of the distribution, Lévy measure
@article{MS2_1996__78_2_167385,
author = {M. Braverman and G. Samorodnitsky},
title = {L1 {Norm} of {L\'evy} {Processes} with {Exponential} {Tails.}},
journal = {Mathematica Scandinavica},
pages = {213--232},
year = {1996},
volume = {78},
number = {2},
zbl = {0865.60031},
url = {http://geodesic.mathdoc.fr/item/MS2_1996__78_2_167385/}
}
M. Braverman; G. Samorodnitsky. L1 Norm of Lévy Processes with Exponential Tails.. Mathematica Scandinavica, Tome 78 (1996) no. 2, pp. 213-232. http://geodesic.mathdoc.fr/item/MS2_1996__78_2_167385/