Title of article :
Tail probabilities of subadditive functionals on stable processes with continuous and discrete time
Author/Authors :
Braverman، نويسنده , , Michael، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2004
Pages :
27
From page :
157
To page :
183
Abstract :
For symmetric stable processes with negative drift and continuous or discrete time the probabilistic tails of the subadditive functionals, acting on sample paths, are investigated. We prove a general result and applying it to examples show how the rate of decay can vary. The proof is based on the series representation of stable processes.
Keywords :
Subadditive functional , Asymptotics , Stable process
Journal title :
Stochastic Processes and their Applications
Serial Year :
2004
Journal title :
Stochastic Processes and their Applications
Record number :
1577427
Link To Document :
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