Martingale approach to subexponential asymptotics for random walks (Q428730): Difference between revisions
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Property / author: Denis Denisov / rank | |||
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Property / zbMATH DE Number: 6049237 / rank | |||
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random walk | |||
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supremum | |||
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cycle maximum | |||
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heavy-tailed distribution | |||
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stopping time | |||
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Property / arXiv ID: 1111.6810 / rank | |||
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Latest revision as of 11:49, 30 July 2024
scientific article
Language | Label | Description | Also known as |
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English | Martingale approach to subexponential asymptotics for random walks |
scientific article |
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Martingale approach to subexponential asymptotics for random walks (English)
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22 June 2012
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random walk
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supremum
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cycle maximum
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heavy-tailed distribution
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stopping time
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