Large exceedances for multidimensional Lévy processes

DOI10.1214/aoap/1177005067zbMath0803.60025OpenAlexW2088642760MaRDI QIDQ1333382

Samuel Karlin, Amir Dembo, Ofer Zeitouni

Publication date: 3 January 1995

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoap/1177005067

zbMATH Keywords

stationary independent incrementsfinite logarithmic moment generating functionfirst hitting time of rare events

Mathematics Subject Classification ID

Large deviations (60F10) Sample path properties (60G17) Markov processes (60J99)

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