Discrete and continuous time modulated random walks with heavy-tailed increments

Journal of Theoretical Probability

Volumn 20, Issue 3, 2007, Pages 581-612

  Foss, Serguei ^a   Konstantopoulos, Takis ^a   Zachary, Stan ^a  

^a HERIOT WATT UNIVERSITY   (United Kingdom)

Author keywords

Heavy tails; Pakes Veraverbeke theorem; Processes with independent increments; Random walk; Regenerative process; Subexponential distribution

Indexed keywords

EID: 34547178256     PISSN: 08949840     EISSN: 15729230     Source Type: Journal    
DOI: 10.1007/s10959-007-0081-2     Document Type: Article

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