Local Asymptotics of a Markov Modulated Random Walk with Heavy-tailed Increments

Local Asymptotics of a Markov Modulated Random Walk with Heavy-tailed Increments

Bing Chang WANG, Yuan Yuan LIU

Acta Mathematica Sinica ›› 2011, Vol. 27 ›› Issue (9) : 1843-1854.

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中国科学院数学与系统科学研究院期刊网

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Acta Mathematica Sinica ›› 2011, Vol. 27 ›› Issue (9) : 1843-1854. DOI: 10.1007/s10114-011-8191-2

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Local Asymptotics of a Markov Modulated Random Walk with Heavy-tailed Increments

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{{article.zuoZheEn_L}}. {{article.title_en}}. Acta Mathematica Sinica, 2011, 27(9): 1843-1854 https://doi.org/10.1007/s10114-011-8191-2

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