On fluctuation-theoretic decompositions via Lindley-type recursions (Q6056574)
From MaRDI portal
scientific article; zbMATH DE number 7757099
Language | Label | Description | Also known as |
---|---|---|---|
English | On fluctuation-theoretic decompositions via Lindley-type recursions |
scientific article; zbMATH DE number 7757099 |
Statements
On fluctuation-theoretic decompositions via Lindley-type recursions (English)
0 references
30 October 2023
0 references
Lindley recursion
0 references
fluctuation theory
0 references
maximum of a random walk
0 references
maximum of a Lévy process
0 references
decomposition
0 references
0 references