Sample-path large deviations for a class of heavy-tailed Markov-additive processes (Q6126988)
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scientific article; zbMATH DE number 7829956
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sample-path large deviations for a class of heavy-tailed Markov-additive processes |
scientific article; zbMATH DE number 7829956 |
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Sample-path large deviations for a class of heavy-tailed Markov-additive processes (English)
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10 April 2024
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heavy tails
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Markov additive process
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power law
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sample-path large deviations
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stochastic recurrence equation
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