Slow, fast and arbitrary growth conditions for renewal-reward processes when both the renewals and the rewards are heavy-tailed

DOI10.3150/bj/1077544606zbMath1043.60040OpenAlexW1963582277MaRDI QIDQ1431546

Joshua B. Levy, Vladas Pipiras, Murad S. Taqqu

Publication date: 10 June 2004

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3150/bj/1077544606

zbMATH Keywords

fractional Brownian motion heavy tails self-similar processes stable processes renewal-reward processes

Mathematics Subject Classification ID

Self-similar stochastic processes (60G18) Stable stochastic processes (60G52) Renewal theory (60K05)

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