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Convergence of overshoots under minimal assumptions
Let be a random walk satisfying assumption, let be its chain of overshoots started from , and let denote the stationary distribution of the overshoot chain. Fo…
Convergence of overshoots under minimal assumptions
Let be a random walk satisfying assumption, let be its chain of overshoots started from , and let denote the stationary distribution of the overshoot chain. Fo…