Asymptotic Behavior of Conditional Laws and Moments of α-Stable Random Vectors, with Application to Upcrossing Intensities

Autor: Albin, J. M. P., Leadbetter, M. R.
Zdroj: The Annals of Probability, 1999 Jul 01. 27(3), 1468-1500.
Databáze: JSTOR Journals