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Lévy processes conditioned to stay in a half-space with applications to directional extremes - MaRDI portal

Lévy processes conditioned to stay in a half-space with applications to directional extremes (Q6157629)

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scientific article; zbMATH DE number 7700000
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Lévy processes conditioned to stay in a half-space with applications to directional extremes
scientific article; zbMATH DE number 7700000

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    Lévy processes conditioned to stay in a half-space with applications to directional extremes (English)
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    22 June 2023
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    conditioning to stay positive
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    directional extremes
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    exchangeability
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    local behavior
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    Sparre-Andersen identity
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