Asymptotics for the maximum of a modulated random walk with heavy-tailed increments (Q4406368): Difference between revisions

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Asymptotics for the maximum of a modulated random walk with heavy-tailed increments
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Latest revision as of 18:37, 19 April 2024

scientific article; zbMATH DE number 1936530
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English
Asymptotics for the maximum of a modulated random walk with heavy-tailed increments
scientific article; zbMATH DE number 1936530

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    25 August 2003
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    random walk
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    modulated random walk
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    heavy-tailed increment distribution of the maximum
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    math.PR
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