Local asymptotics of a Markov modulated random walk with heavy-tailed increments (Q644628)
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scientific article; zbMATH DE number 5968224
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| English | Local asymptotics of a Markov modulated random walk with heavy-tailed increments |
scientific article; zbMATH DE number 5968224 |
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Local asymptotics of a Markov modulated random walk with heavy-tailed increments (English)
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4 November 2011
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Markov modulated random walk
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local asymptotics
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long-tailed distributions
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subexponential distributions
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Wiener-Hopf factorization
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0.8418253660202026
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0.8195279240608215
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0.8008639812469482
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0.7998231649398804
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