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1211.3301
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Limiting distribution for the maximal standardized increment of a random walk
14 November 2012
Z. Kabluchko
Yizao Wang
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Papers citing
"Limiting distribution for the maximal standardized increment of a random walk"
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Title
The limit distribution of the maximum increment of a random walk with regularly varying jump size distribution
T. Mikosch
Alfredas Ravckauskas
91
23
0
26 Nov 2010
1
