Pages that link to "Item:Q4406368"
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The following pages link to Asymptotics for the maximum of a modulated random walk with heavy-tailed increments (Q4406368):
Displaying 7 items.
- Discrete and continuous time modulated random walks with heavy-tailed increments (Q2385614) (← links)
- The extremal behaviour over regenerative cycles for Markov additive processes with heavy tails (Q2485842) (← links)
- Ruin probabilities for risk process in a regime-switching environment (Q5042780) (← links)
- Applications of factorization embeddings for Lévy processes (Q5395359) (← links)
- On Exceedance Times for Some Processes with Dependent Increments (Q5416546) (← links)
- Tail Asymptotics of the Supremum of a Regenerative Process (Q5443736) (← links)
- Heavy-tailed asymptotics of stationary probability vectors of Markov chains of gi/g/1 type (Q5694154) (← links)