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The Limit of a Renewal Reward Process with Heavy-Tailed Rewards Is Not a Linear Fractional Stable Motion
Vladas Pipiras and Murad S. TaqquVolume:
6
Language:
english
Journal:
Bernoulli
DOI:
10.2307/3318508
Date:
August, 2000
File:
PDF, 687 KB
english, 2000