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- W2015962493 abstract "In this article we derive formulas for the probability $mathbb{P}(sup_{tleq T} X(t)>u)$, $T>0$ and $mathbb{P}(sup_{t<infty} X(t)>u)$ where $X$ is a spectrally positive Lévy process with infinite variation. The formulas are generalizations of the well-known Takács formulas for stochastic processes with non-negative and interchangeable increments. Moreover, we find the joint distribution of $inf_{tleq T} Y(t)$ and $Y(T)$ where $Y$ is a spectrally negative Lévy process." @default.
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- W2015962493 date "2015-01-01" @default.
- W2015962493 modified "2023-09-24" @default.
- W2015962493 title "The distribution of the supremum for spectrally asymmetric Lévy processes" @default.
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- W2015962493 doi "https://doi.org/10.1214/ecp.v20-2999" @default.
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