Local asymptotics of a Markov modulated random walk with heavy-tailed increments
type: Item
instance of: scholarly article
title: Local asymptotics of a Markov modulated random walk with heavy-tailed increments
zbMATH Open document ID: 1232.60041
author: Juan-Miguel Gracia
publication date: 2011-11-04T00:00:00Z
Mathematics Subject Classification ID: 60G70
Mathematics Subject Classification ID: 60J10
zbMATH DE Number: 5968224
zbMATH Keywords: Markov modulated random walk
zbMATH Keywords: local asymptotics
zbMATH Keywords: long-tailed distributions
zbMATH Keywords: subexponential distributions
zbMATH Keywords: Wiener-Hopf factorization
MaRDI profile type: Publication
full work available at URL: s10114-011-8191-2
OpenAlex ID: W1968182794
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DOI: 10.1007/S10114-011-8191-2
published in: Acta Mathematica Sinica, English Series
description: scientific article; zbMATH DE number 5968224