Asymptotics for the maximum of a modulated random walk with heavy-tailed increments (Q4406368)
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scientific article; zbMATH DE number 1936530
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotics for the maximum of a modulated random walk with heavy-tailed increments |
scientific article; zbMATH DE number 1936530 |
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25 August 2003
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random walk
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modulated random walk
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heavy-tailed increment distribution of the maximum
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math.PR
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