Functional Large Deviations for Multivariate Regularly Varying Random Walks
Henrik Hult, Filip Lindskog, Thomas Mikosch and Gennady Samorodnitsky
- 期刊名称The Annals of Applied Probability
- 作者Henrik Hult, Filip Lindskog, Thomas Mikosch and Gennady Samorodnitsky
- 卷第15卷
- 期第4期
- 印刷ISSN1050-5164
- 文件大小2230.52KB
- 发表时间2005-11
- DOI10.2307/30038519
- 页码2651-2680