On the supremum of products of symmetric stable processes
classification
🧮 math.PR
keywords
processesstablesupremumsymmetricasymptoticsexponentlargelogarithmic
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We study the asymptotics, for small and large values, of the supremum of a product of symmetric stable processes. We show in particular that the persistence exponent remains the same as for only one process, up to some logarithmic terms.
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