Tail asymptotics for the area under the excursion of a random walk with heavy-tailed increments (Q4964791)
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scientific article; zbMATH DE number 7317343
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tail asymptotics for the area under the excursion of a random walk with heavy-tailed increments |
scientific article; zbMATH DE number 7317343 |
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Tail asymptotics for the area under the excursion of a random walk with heavy-tailed increments (English)
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3 March 2021
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random walk
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subexponential distribution
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heavy-tailed distribution
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integrated random walk
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