LARGE EXCEEDANCES FOR MULTIDIMENSIONAL LEVY PROCESSES
成果类型：
Article
署名作者：
Dembo, Amir; Karlin, Samuel; Zeitouni, Ofer
署名单位：
Stanford University; Stanford University; Technion Israel Institute of Technology
刊物名称：
ANNALS OF APPLIED PROBABILITY
ISSN/ISSBN：
1050-5164
DOI：
10.1214/aoap/1177005067
发表日期：
1994
页码：
432-447
关键词：
摘要：
Three results on hitting a rare set by the increments of an R-d-valued random process with stationary independent increments are presented: the first time that it occurs, the duration of such a segment and the typical trajectory during the segment.