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scientific article; zbMATH DE number 1454690

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Publication:4484826
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zbMath0958.60047MaRDI QIDQ4484826

Gerold Alsmeyer, Mikhail S. Sgibnev

Publication date: 9 April 2001


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

subexponential distributionstail behaviour


Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)


Related Items (4)

Discrete and continuous time modulated random walks with heavy-tailed increments ⋮ Limit theorems and structural properties of the cat-and-mouse Markov chain and its generalisations ⋮ Subexponential Asymptotics for Steady State Tail Probabilities in a Single-Server Queue with Regenerative Input Flow ⋮ Local asymptotics of a Markov modulated random walk with heavy-tailed increments




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