Path decomposition is performed to characterize the law of the pre-/post-supremum, post-infimum and the intermediate processes of a spectrally negative Lévy process taken up to an independent exponential time T . As a result, mainly the distributions of the supremum of the post-infimum process and the maximum drawdown of the pre-/post-supremum, post-infimum processes and the intermediate processes are obtained together with the law of drawdown durations.

中文翻译：

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在极端情况下分解的谱负 Lévy 过程的最大下降和下降持续时间

执行路径分解以表征占用独立指数时间 T 的谱负 Lévy 过程的 pre-/post-supremum、post-infimum 和中间过程的规律。结果，主要是结合回撤历时定律得到了后下限过程的上界分布和前/后上界、后下界过程和中间过程的最大下降幅度的分布。