The supremum of a negative drift random walk with dependent heavy-tailed steps. (Q1872494): Difference between revisions

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Latest revision as of 14:59, 5 June 2024

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The supremum of a negative drift random walk with dependent heavy-tailed steps.
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    The supremum of a negative drift random walk with dependent heavy-tailed steps. (English)
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    6 May 2003
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    stationary process
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    ruin probability
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    heavy tails
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    large deviations
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    random recursion
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    stationary queue
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    risk
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