On fluctuation-theoretic decompositions via Lindley-type recursions (Q6056574)
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scientific article; zbMATH DE number 7757099
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| 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)
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30 October 2023
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Lindley recursion
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fluctuation theory
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maximum of a random walk
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maximum of a Lévy process
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decomposition
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0.7858540415763855
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0.7308486104011536
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0.7207506895065308
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0.7098164558410645
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0.7073266506195068
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