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Please use this identifier to cite or link to this item: http://hdl.handle.net/1813/9293
Title: Functional large deviations for multivariate regularly varying random walks
Authors: Hult, H.
Lindskog, F.
Mikosch, T.
Samorodnitsky, G.
Keywords: Operations Research
Industrial Engineering
technical report
Issue Date: Nov-2004
Publisher: Cornell University Operations Research and Industrial Engineering
Citation: 1418
Abstract: Functional large deviations for multivariate regularly varying random walks
URI: http://hdl.handle.net/1813/9293
Appears in Collections:ORIE Technical Reports

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