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Exact and asymptotic <em>n</em>-tuple laws at first and last passage
Understanding the space time features of how a Levy process crosses a constant barrier for the first time, and indeed the last time, is a problem which is central to many models in applied probability such as queueing theory...
Exact and asymptotic <em>n</em>-tuple laws at first and last passage
Understanding the space time features of how a Levy process crosses a constant barrier for the first time, and indeed the last time, is a problem which is central to many models in applied probability such as queueing theory...