Persistence of autoregressive sequences with logarithmic tails
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Publication:2105158
DOI10.1214/22-EJP879MaRDI QIDQ2105158
Vitali Wachtel, Martin Kolb, Denis Denisov, Günter Hinrichs
Publication date: 8 December 2022
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2203.14772
60G50: Sums of independent random variables; random walks
60G40: Stopping times; optimal stopping problems; gambling theory
60F17: Functional limit theorems; invariance principles
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Cites Work
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