Extremes of subexponential shot noise

DOI10.1023/A:1013907230647zbMath1020.60046OpenAlexW290137MaRDI QIDQ1810064

Alexey V. Lebedev

Publication date: 15 June 2003

Published in: Mathematical Notes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1013907230647

zbMATH Keywords

response functiondistributions with regularly varying tailsasymptotics of extremesdomain of attraction of a distributionmaximum-stable law

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70)

Related Items (4)

Asymptotic expansions for infinite weighted convolutions of rapidly varying subexponential distributions ⋮ Extremes of subexponential Lévy driven moving average processes ⋮ Extremes of regularly varying Lévy-driven mixed moving average processes ⋮ Power and exponential moments of the number of visits and related quantities for perturbed random walks

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