Sample path large deviations for Lévy processes and random walks with regularly varying increments-Reference-Cited by-同舟云学术

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Sample path large deviations for Lévy processes and random walks with regularly varying increments

Published:2019-11-01 Issue:6 Volume:47 Page:
ISSN:0091-1798
Container-title:The Annals of Probability
language:
Short-container-title:Ann. Probab.

Author:

Rhee Chang-Han,Blanchet Jose,Zwart Bert

Publisher

Institute of Mathematical Statistics

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

https://projecteuclid.org/download/pdfview_1/euclid.aop/1575277337

Cited by 12 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Refined behaviour of a conditioned random walk in the large deviations regime;Bernoulli;2024-02-01

2. Sample-path large deviations for a class of heavy-tailed Markov-additive processes;Electronic Journal of Probability;2024-01-01

3. Lévy Processes with Regularly Varying Distributions: Where Do the Jumps Go?;The Art of Finding Hidden Risks;2024

4. Importance Sampling Strategy for Heavy-Tailed Systems with Catastrophe Principle;2023 Winter Simulation Conference (WSC);2023-12-10

5. Scale-free graphs with many edges;Electronic Communications in Probability;2023-01-01

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