Asymptotic behaviour of conditional laws and moments of (alpha)-stable random vectors, with application to upcrossing intensities

Patrik Albin; M. R. Leadbetter

Asymptotic behaviour of conditional laws and moments of (alpha)-stable random vectors, with application to upcrossing intensities
Preprint, 1998

Author

Patrik Albin

University of Gothenburg

Department of Mathematics

Other publications Research

M. R. Leadbetter

Subject Categories

Probability Theory and Statistics

Department of Mathematics, Chalmers University of Technology and Göteborg University

More information

Created

10/7/2017

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Asymptotic behaviour of conditional laws and moments of (alpha)-stable random vectors, with application to upcrossing intensities Preprint, 1998