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- W2963237029 abstract "We study the asymptotics, for small and large values, of the supremum of a product of symmetric stable processes. We show in particular that the lower tail exponent remains the same as for only one process, possibly up to some logarithmic terms. The proof relies on a path construction of stable bridges using last sign changes." @default.
- W2963237029 created "2019-07-30" @default.
- W2963237029 creator A5048034351 @default.
- W2963237029 date "2018-01-01" @default.
- W2963237029 modified "2023-10-18" @default.
- W2963237029 title "On the supremum of products of symmetric stable processes" @default.
- W2963237029 doi "https://doi.org/10.1214/18-ecp193" @default.
- W2963237029 hasPublicationYear "2018" @default.
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