Braverman, Michael - In: Stochastic Processes and their Applications 90 (2000) 1, pp. 145-156
It is known that if the Lévy measure of a Lévy process X(t), 0[less-than-or-equals, slant]t[less-than-or-equals, slant]1, is "heavy tailed", then the right tails of sup0[less-than-or-equals, slant]t[less-than-or-equals, slant]1X(t) and X(1) are of the same rate of decay. One of the results of...