Title of article
Tail probabilities of subadditive functionals on stable processes with continuous and discrete time
Author/Authors
Braverman، نويسنده , , Michael، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2004
Pages
27
From page
157
To page
183
Abstract
For symmetric stable processes with negative drift and continuous or discrete time the probabilistic tails of the subadditive functionals, acting on sample paths, are investigated. We prove a general result and applying it to examples show how the rate of decay can vary. The proof is based on the series representation of stable processes.
Keywords
Subadditive functional , Asymptotics , Stable process
Journal title
Stochastic Processes and their Applications
Serial Year
2004
Journal title
Stochastic Processes and their Applications
Record number
1577427
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