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رفتار دم
U on (−1, 1), i. e. both have the same tail behavior.
Section 1.3 is devoted to the tail behavior of Y (0) and the tail behavior of certain functionals of Y .
1.3 Tail behavior
In this section we estimate the tail behavior of a subexponential Lévy driven MA process Y given in (1.0.1).
By the tail-equivalence of the Lévy measure and its corresponding probability dis- tribution, in the case of subexponential distributions (Proposition 1.1.2 (v)), we immediately see that small jumps of the Lévy process have no influence on the tail behavior of Y (0).
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