Eliazar, Iddo; Klafter, Joseph - In: Physica A: Statistical Mechanics and its Applications 330 (2003) 1, pp. 8-17
We explore the statistical behavior of the order statistics of the flights of one-sided Lévy processes (OLPs). We begin … with the study of the extreme flights of general OLPs, and then focus on the class of selfsimilar processes, investigating … the following issues: (i) the inner hierarchy of the extreme flights—for example: how big is the 7th largest flight …