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Asymptotic behaviour of the distribution density of some Lévy functionals in \(\mathbb R^n\) - MaRDI portal

Asymptotic behaviour of the distribution density of some Lévy functionals in \(\mathbb R^n\) (Q2896754)

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scientific article; zbMATH DE number 6056482
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English
Asymptotic behaviour of the distribution density of some Lévy functionals in \(\mathbb R^n\)
scientific article; zbMATH DE number 6056482

    Statements

    16 July 2012
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    Lévy process
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    Lévy functional
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    distribution density
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    saddle point
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    Laplace method
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    Asymptotic behaviour of the distribution density of some Lévy functionals in \(\mathbb R^n\) (English)
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    Identifiers

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