Martingale approach to subexponential asymptotics for random walks (Q428730): Difference between revisions
From MaRDI portal
Changed an Item |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1992406266 / rank | |||
Normal rank | |||
Latest revision as of 10:49, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Martingale approach to subexponential asymptotics for random walks |
scientific article |
Statements
Martingale approach to subexponential asymptotics for random walks (English)
0 references
22 June 2012
0 references
random walk
0 references
supremum
0 references
cycle maximum
0 references
heavy-tailed distribution
0 references
stopping time
0 references
