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arXiv:1208.6281 [math.PR]AbstractReferencesReviewsResources

A counterexample to a hypothesis of light tail of maximum distribution for continuous random processes with light finite-dimensional tails

E. Ostrovsky, L. Sirota

Published 2012-08-30Version 1

We construct an example of a continuous centered random process with light tails of finite-dimensional distribution but with heavy tail of maximum distribution.

Categories: math.PR
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