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The supremum of a process with stationary independent and symmetric increments - MaRDI portal

The supremum of a process with stationary independent and symmetric increments (Q1088300)

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scientific article; zbMATH DE number 3990540
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English
The supremum of a process with stationary independent and symmetric increments
scientific article; zbMATH DE number 3990540

    Statements

    The supremum of a process with stationary independent and symmetric increments (English)
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    1986
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    stationary independent and symmetric increments
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    Levy spectral measure
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    representation of the characteristic function
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    regular variation
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    Identifiers