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Local asymptotics of a Markov modulated random walk with heavy-tailed increments

✍ Scribed by Bing Chang Wang; Yuan Yuan Liu

Publisher: Institute of Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society
Year: 2011
Tongue: English
Weight: 241 KB
Volume: 27
Category: Article
ISSN: 1439-7617
DOI: 10.1007/s10114-011-8191-2

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