Long strange segments, ruin probabilities and the effect of memory on moving average processes (Q608211): Difference between revisions

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+W2018143425
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+.2751
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+The Erdős-Rényi law in distribution, for coin tossing and sequence matching
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+Applied Probability and Queues
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+An extension of a logarithmic form of Cramér's ruin theorem to some FARIMA and related processes
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+Long strange segments of a stochastic process.
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+Longest runs in a sequence of \(m\)-dependent random variables
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+The probability of ruin in a process with dependent increments
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+Long strange segments in a long-range-dependent moving average.
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+On the length of the longest run in a multi-state Markov chain.
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