Asymptotics for the maximum of a modulated random walk with heavy-tailed increments Full article
| Source | Foss S.
, Zachary S.
Analytic Methods in Applied Probability: In Memory of Fridrikh Karpelevich Compilation, American Mathematical Society Translations: Series 2. 2002. ISBN 978-0-8218-3306-3. OpenAlex |
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| Output data | Year: 2002, Pages: 37 - 52 Pages count : 16 | ||||
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Cite:
Foss S.
, Zachary S.
Asymptotics for the maximum of a modulated random walk with heavy-tailed increments
In compilation Analytic Methods in Applied Probability: In Memory of Fridrikh Karpelevich. – American Mathematical Society Translations: Series 2., 2002. – C.37 - 52. – ISBN 978-0-8218-3306-3.
Asymptotics for the maximum of a modulated random walk with heavy-tailed increments
In compilation Analytic Methods in Applied Probability: In Memory of Fridrikh Karpelevich. – American Mathematical Society Translations: Series 2., 2002. – C.37 - 52. – ISBN 978-0-8218-3306-3.
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