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. |
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Zdroj: | The Annals of Probability, 1999 Jul 01. 27(3), 1468-1500. |
Databáze: | JSTOR Journals |
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