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Heavy tails of a Levy process and its maximum over a random time interval
【机 构】
:
SchoolofMathematicsandStatistics,DepartmentofStatisticsandActuarialScience
【出 处】
:
中国科学:数学英文版
【发表日期】
:
2011年9期
【基金项目】
:
Acknowledgements The authors would like to thank two anonymous referees for their thoughtful comments on an earlier version of this paper. The majority of this work was completed during a research vis
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