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Joint asymptotic distribution of certain path functionals of the reflected process - MaRDI portal

Joint asymptotic distribution of certain path functionals of the reflected process (Q303667)

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scientific article; zbMATH DE number 6618595
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English
Joint asymptotic distribution of certain path functionals of the reflected process
scientific article; zbMATH DE number 6618595

    Statements

    Joint asymptotic distribution of certain path functionals of the reflected process (English)
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    22 August 2016
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    reflected Lévy process
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    asymptotic independence
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    limiting overshoot
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    Cramér condition
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    Identifiers

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