Slowly varying asymptotics for signed stochastic difference equations
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Publication:2080153
DOI10.1007/978-3-030-83309-1_14zbMath1496.60077arXiv2007.13349OpenAlexW4285552948MaRDI QIDQ2080153
Publication date: 7 October 2022
Full work available at URL: https://arxiv.org/abs/2007.13349
heavy tailsstochastic difference equationslong-tailed and subexponential distributionsslowly varying tail asymptotics
Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Random operators and equations (aspects of stochastic analysis) (60H25)
Cites Work
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