Cramer's estimate for Lévy processes
AbstractIt is shown that the usual method of establishing Cramer's estimate also works for Lévy processes.
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Bibliographic InfoArticle provided by Elsevier in its journal Statistics & Probability Letters.
Volume (Year): 21 (1994)
Issue (Month): 5 (December)
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
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