{
  "id": "0902.1075",
  "version": "v1",
  "published": "2009-02-06T13:26:43.000Z",
  "updated": "2009-02-06T13:26:43.000Z",
  "title": "Extremes of Levy processes with light tails",
  "authors": [
    "Michael Braverman"
  ],
  "comment": "31 pages",
  "categories": [
    "math.PR",
    "math.ST",
    "stat.TH"
  ],
  "abstract": "We give conditions under which the tail probability of the supremum over unit interval of a Levy process with light tail is equivalent to the tail of the value of the process at the right endpoint.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2009-02-06T13:26:43.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60G17",
      "60E07"
    ],
    "keywords": [
      "light tail",
      "levy processes",
      "unit interval",
      "tail probability",
      "right endpoint"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 31,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2009arXiv0902.1075B"
    }
  }
}