Further Work on Heavy Collateral Radioactive Chains
نویسندگان
چکیده
منابع مشابه
Heavy - Tailed Markov Chains
Abstract. The upper extremes of a Markov chain with regulary varying stationary marginal distribution are known to exhibit under general conditions a multiplicative random walk structure called the tail chain. More generally, if the Markov chain is allowed to switch from positive to negative extremes or vice versa, the distribution of the tail chain increment may depend on the sign of the tail ...
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ژورنال
عنوان ژورنال: Physical Review
سال: 1952
ISSN: 0031-899X
DOI: 10.1103/physrev.85.429