Sample-path large deviations for a class of heavy-tailed Markov-additive processes (Q6126988)

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scientific article; zbMATH DE number 7829956
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Sample-path large deviations for a class of heavy-tailed Markov-additive processes
scientific article; zbMATH DE number 7829956

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    Sample-path large deviations for a class of heavy-tailed Markov-additive processes (English)
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    10 April 2024
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    heavy tails
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    Markov additive process
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    power law
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    sample-path large deviations
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    stochastic recurrence equation
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