Cramér's estimate for the reflected process revisited
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Publication:1634182
DOI10.1214/18-AAP1399zbMath1404.60064arXiv1708.02470OpenAlexW2963361623MaRDI QIDQ1634182
Philip S. Griffin, Ronald Arthur Doney
Publication date: 17 December 2018
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1708.02470
excursion measureconvolution equivalencereflected Lévy processCramér's estimateclose to exponentialexcursion height
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Path decomposition of a reflected Lévy process on first passage over high levels, A lifetime of excursions through random walks and Lévy processes
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