scientific article; zbMATH DE number 1454690

MaRDI QIDQ4484826zbMATH OpenFDO

Authors Gerold Alsmeyer, M. S. Sgibnev

Publication date 9 April 2001

zbMATH Keywords

subexponential distributionstail behaviour

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Recommendations

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Cited in

(5)

• Discrete and continuous time modulated random walks with heavy-tailed increments
• Subexponential asymptotics for steady state tail probabilities in a single-server queue with regenerative input flow
• Limit theorems and structural properties of the cat-and-mouse Markov chain and its generalisations
• Submultiplicative moments of the supremum of a Markov-modulated random walk
• Local asymptotics of a Markov modulated random walk with heavy-tailed increments

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