For a Levy process {X(t), t S 0} for which both left and right tails of the Levy measure are in the exponential class S(a), and so is their sum, we compute the tail distribution of the sample path L norm on an interval of finite length.
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机译:对于Levy度量{X(t),t S 0},其Levy度量的左右尾部都在指数类S(a)中,它们的和也是如此,我们计算样本路径的尾部分布有限长度间隔上的L范数。
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