The supremum of a negative drift random walk with dependent heavy-tailed steps. (Q1872494): Difference between revisions
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Revision as of 19:06, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The supremum of a negative drift random walk with dependent heavy-tailed steps. |
scientific article |
Statements
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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