Abstract
Three results on hitting a rare set by the increments of an $\mathbb{R}^d$-valued random process with stationary independent increments are presented: the first time that it occurs, the duration of such a segment and the typical trajectory during the segment.
Citation
Amir Dembo. Samuel Karlin. Ofer Zeitouni. "Large Exceedances for Multidimensional Levy Processes." Ann. Appl. Probab. 4 (2) 432 - 447, May, 1994. https://doi.org/10.1214/aoap/1177005067
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