Extrema of skewed stable processes
The author studies extremes of skewed stable processes. He characterizes the conditional probability that all the components of a stable vector are big, given that one of them is big. Next, this result is applied to obtain the tail behaviour of the distributions of order statistics from a dependent stable sample. Finally, the tails of the distributions of the suprema and infima of stable processes defined on a countable set are investigated along with conditions for a.s. boundedness.
distributions of the suprema and infima of stable processes
scientific article; zbMATH DE number 4072022