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Local asymptotics of a Markov modulated random walk with heavy-tailed increments 期刊论文
ACTA MATHEMATICA SINICA-ENGLISH SERIES, 2011, 卷号: 27, 期号: 9, 页码: 1843-1854
作者:  Wang, Bing Chang;  Liu, Yuan Yuan
收藏  |  浏览/下载:107/0  |  提交时间:2018/07/30
Markov modulated random walk  local asymptotics  long-tailed distributions  subexponential distributions  Wiener-Hopf factorization