Slow, fast and arbitrary growth conditions for renewal-reward processes when both the renewals and the rewards are heavy-tailed
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Publication:1431546
DOI10.3150/bj/1077544606zbMath1043.60040MaRDI QIDQ1431546
Joshua B. Levy, Vladas Pipiras, Murad S. Taqqu
Publication date: 10 June 2004
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3150/bj/1077544606
fractional Brownian motion; heavy tails; self-similar processes; stable processes; renewal-reward processes
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