On Exceedance Times for Some Processes with Dependent Increments (Q5416546)
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scientific article; zbMATH DE number 6295047
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Exceedance Times for Some Processes with Dependent Increments |
scientific article; zbMATH DE number 6295047 |
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On Exceedance Times for Some Processes with Dependent Increments (English)
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14 May 2014
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Björk-Grandell model
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Breiman's theorem
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conditioned limit theorem
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Markov modulation
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mean excess function
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random walk
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regenerative process
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regular variation
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ruin time
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subexponential distribution
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