Non-homogeneous random walks with non-integrable increments and heavy-tailed random walks on strips
type: Item
instance of: scholarly article
title: Non-homogeneous random walks with non-integrable increments and heavy-tailed random walks on strips
zbMATH Open document ID: 1261.60070
author: Ostap Hryniv
author: Iain M. MacPhee
author: Andrew R. Wade
author: Mikhail V. Menshikov
published in: Electronic Journal of Probability
publication date: 2012-10-23T00:00:00Z
full work available at URL: https://arxiv.org/abs/1109.6453
Mathematics Subject Classification ID: 60J05
Mathematics Subject Classification ID: 60G07
Mathematics Subject Classification ID: 60F15
Mathematics Subject Classification ID: 60G17
Mathematics Subject Classification ID: 60G50
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 6098142
zbMATH Keywords: heavy-tailed random walks
zbMATH Keywords: non-homogeneous random walks
zbMATH Keywords: transience
zbMATH Keywords: rate of escape
zbMATH Keywords: passage times
zbMATH Keywords: last exit times
zbMATH Keywords: semimartingales
zbMATH Keywords: random walks on strips
zbMATH Keywords: random walks with internal degrees of freedom
zbMATH Keywords: risk process
MaRDI profile type: Publication
arXiv ID: 1109.6453
OpenAlex ID: W2156100736
DOI: 10.1214/EJP.V17-2216
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description: scientific article; zbMATH DE number 6098142