Martingale approach to subexponential asymptotics for random walks (Q428730): Difference between revisions
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Revision as of 13:39, 12 February 2024
scientific article
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English | Martingale approach to subexponential asymptotics for random walks |
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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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