Asymptotics for random walks with dependent heavy-tailed increments.

Korshunov, D.A., Schlegel, Sabine, and Schmidt, Volker. "Asymptotics for random walks with dependent heavy-tailed increments.." Sibirskij Matematicheskij Zhurnal 44.5 (2003): 1067-1081 (2003); translation in Sib. Math. J. 44. <http://eudml.org/doc/50622>.

@article{Korshunov2003,
author = {Korshunov, D.A., Schlegel, Sabine, Schmidt, Volker},
journal = {Sibirskij Matematicheskij Zhurnal},
keywords = {random walk; dependent increments; heavy-tailed increments; asymptotics for the tail probability},
language = {eng},
number = {5},
pages = {1067-1081 (2003); translation in Sib. Math. J. 44},
publisher = {Sibirskoe Otdelenie Rossijskoj Akademii Nauk, Institut Matematiki Im. S. L. Soboleva SO RAN, Novosibirsk; Izdatel'stvo Instituta Matematiki},
title = {Asymptotics for random walks with dependent heavy-tailed increments.},
url = {http://eudml.org/doc/50622},
volume = {44},
year = {2003},
}

TY - JOUR
AU - Korshunov, D.A.
AU - Schlegel, Sabine
AU - Schmidt, Volker
TI - Asymptotics for random walks with dependent heavy-tailed increments.
JO - Sibirskij Matematicheskij Zhurnal
PY - 2003
PB - Sibirskoe Otdelenie Rossijskoj Akademii Nauk, Institut Matematiki Im. S. L. Soboleva SO RAN, Novosibirsk; Izdatel'stvo Instituta Matematiki
VL - 44
IS - 5
SP - 1067
EP - 1081 (2003); translation in Sib. Math. J. 44
LA - eng
KW - random walk; dependent increments; heavy-tailed increments; asymptotics for the tail probability
UR - http://eudml.org/doc/50622
ER -