Local asymptotics of a Markov modulated random walk with heavy-tailed increments (Q644628)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Local asymptotics of a Markov modulated random walk with heavy-tailed increments |
scientific article; zbMATH DE number 5968224
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Local asymptotics of a Markov modulated random walk with heavy-tailed increments |
scientific article; zbMATH DE number 5968224 |
Statements
Local asymptotics of a Markov modulated random walk with heavy-tailed increments (English)
0 references
4 November 2011
0 references
Markov modulated random walk
0 references
local asymptotics
0 references
long-tailed distributions
0 references
subexponential distributions
0 references
Wiener-Hopf factorization
0 references
0 references
0 references
0 references
0 references
0 references
0 references
