Convex minorants and the fluctuation theory of Lévy processes (2022)
Attributed to:
DMS-EPSRC: Fast martingales, large deviations and randomised gradients for heavy-tailed target distributions
funded by
EPSRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.30757/alea.v19-39
Publication URI: http://dx.doi.org/10.30757/alea.v19-39
Type: Journal Article/Review
Parent Publication: Latin American Journal of Probability and Mathematical Statistics
Issue: 1