Martingale approach to subexponential asymptotics for random walks (Q428730)
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scientific article; zbMATH DE number 6049237
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Martingale approach to subexponential asymptotics for random walks |
scientific article; zbMATH DE number 6049237 |
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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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0.7993630766868591
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0.7977994084358215
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0.7949547171592712
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0.7822278141975403
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