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PDF-DEVIATIONSOFARANDOMWALKINARANDOMSCENERYWITHSTRETCHEDEXPONENTIALTAILSRe

PDF-DEVIATIONSOFARANDOMWALKINARANDOMSCENERYWITHSTRETCHEDEXPONENTIALTAILSRe

Author : marina-yarberry | Published Date : 2015-10-17

2REMCOVANDERHOFSTADNINAGANTERTANDWOLFGANGKONIGspaceletYYzz2ZdbeaniidsequenceofrandomvariablesindependentofthewalkWerefertoYastherandomsceneryThentheprocessZnn2Nde nedbyZnn1Xk0YSkn2N

2REMCOVANDERHOFSTAD NINAGANTERTANDWOLFGANGKONIGspace letY=(Yz)z2Zdbeani.i.d.sequenceofrandomvariables independentofthewalk.WerefertoYastherandomscenery.Thentheprocess(Zn)n2Nde nedbyZn=n1Xk=0YSk;n2N;

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