Functional large deviations for multivariate regularly varying random walks
Henrik Hult ...
| Year of publication: |
2004
|
|---|---|
| Other Persons: | Hult, Henrik (contributor) |
| Publisher: |
Copenhagen : University of Copenhagen, laboratory of Actuarial Mathematics |
| Subject: | Wahrscheinlichkeitsrechnung | Probability theory | Mathematik | Mathematics | Random Walk | Random walk | Irrfahrtsproblem |
| Extent: | 25 S |
|---|---|
| Series: | Working paper / Laboratory of Actuarial Mathematics, University of Copenhagen. - Copenhagen, ISSN 0902-9885, ZDB-ID 2217970-7. - Vol. 199 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Forschungsbericht ; Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Internetausg.: http://www.act.ku.dk/wop/2004/wop199.pdf |
| ISBN: | 87-7834-623-1 |
| Classification: | Wahrscheinlichkeitsrechnung |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002789863