Persistence of autoregressive sequences with logarithmic tails
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Publication:6394893
DOI10.1214/22-EJP879zbMath1515.60128arXiv2203.14772MaRDI QIDQ6394893
Günter Hinrichs, Martin Kolb, Denis Denisov, Vitali Wachtel
Publication date: 28 March 2022
Sums of independent random variables; random walks (60G50) Stopping times; optimal stopping problems; gambling theory (60G40) Functional limit theorems; invariance principles (60F17)