Pages that link to "Item:Q644628"

The following pages link to Local asymptotics of a Markov modulated random walk with heavy-tailed increments (Q644628):

Displaying 4 items.

• An asymptotic expansion for the distribution of the supremum of a Markov-modulated random walk (Q638751) (← links)
• 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)
• Local asymptotics of the cycle maximum of a heavy-tailed random walk (Q3435397) (← links)