Rare events in stochastic processes with sub-exponential distributions and the big jump principle
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Publication:5135099
DOI10.1088/1742-5468/ab74cazbMath1456.60124arXiv1911.09974OpenAlexW3010762407WikidataQ115547933 ScholiaQ115547933MaRDI QIDQ5135099
Publication date: 19 November 2020
Published in: Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1911.09974
Extreme value theory; extremal stochastic processes (60G70) Sums of independent random variables; random walks (60G50) Large deviations (60F10)
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