Discrete and continuous time modulated random walks with heavy-tailed increments

DOI10.1007/s10959-007-0081-2zbMath1131.60040arXivmath/0509605OpenAlexW2006910735WikidataQ30048575 ScholiaQ30048575MaRDI QIDQ2385614

Takis Konstantopoulos, Stan Zachary, Sergeĭ Georgievich Foss

Publication date: 12 October 2007

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0509605

zbMATH Keywords

heavy tailsregenerative processrandom walksubexponential distributionprocesses with independent incrementsprinciple of a single big jumpPakes-Veraverbeke theorem

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Sums of independent random variables; random walks (60G50)

Related Items (27)

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