Kernel Method for Stationary Tails: From Discrete to Continuous

DOI10.1007/978-1-4939-3076-0_16zbMath1368.60048OpenAlexW2463311027MaRDI QIDQ5272953

Hongshuai Dai, Yiqiang Q. Zhao, Donald A. Dawson

Publication date: 5 July 2017

Published in: Asymptotic Laws and Methods in Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-1-4939-3076-0_16

zbMATH Keywords

random walkskernel methodsemimartingale reflecting Brownian motion

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Sums of independent random variables; random walks (60G50) Brownian motion (60J65)

Related Items

Stationary distributions for two-dimensional sticky Brownian motions: exact tail asymptotics and extreme value distributions, Exact tail asymptotics for a three-dimensional Brownian-driven tandem queue with intermediate inputs

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