Pages that link to "Item:Q2485842"
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The following pages link to The extremal behaviour over regenerative cycles for Markov additive processes with heavy tails (Q2485842):
Displaying 4 items.
- Extreme values statistics for Markov chains via the (pseudo-) regenerative method (Q626299) (← links)
- Local asymptotics of a Markov modulated random walk with heavy-tailed increments (Q644628) (← links)
- Discrete and continuous time modulated random walks with heavy-tailed increments (Q2385614) (← links)
- Limit theorems and structural properties of the cat-and-mouse Markov chain and its generalisations (Q5066876) (← links)