On the limit law of a random walk conditioned to reach a high level (Q550133): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / arXiv ID
 
Property / arXiv ID: 0712.2637 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Applied Probability and Queues / rank
 
Normal rank
Property / cites work
 
Property / cites work: Conditioned limit theorems relating a random walk to its associate, with applications to risk reserve processes and the <i>GI/G/</i>1 queue / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4888858 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some asymptotic results for transient random walks / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3992980 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5184259 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Probabilities of Large Deviations for Random Walks. II. Regular Exponentially Decaying Distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Conditioned stable Lévy processes and the Lamperti representation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Conditionings and path decompositions for Lévy processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3849318 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Strong Renewal Theorems with Infinite Mean / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3721531 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5624436 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A discrete renewal theorem with infinite mean / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4039795 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Extreme Values in the GI/G/1 Queue / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4778955 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5293700 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Semi-stable Markov processes. I / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3995465 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Point processes, regular variation and weak convergence / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Distribution of the First Ladder Moment and Height and Fluctuation of a Random Walk / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3250078 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The class of subexponential distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Ruin probabilities expressed in terms of ladder height distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5437087 / rank
 
Normal rank

Latest revision as of 07:06, 4 July 2024

scientific article
Language Label Description Also known as
English
On the limit law of a random walk conditioned to reach a high level
scientific article

    Statements

    On the limit law of a random walk conditioned to reach a high level (English)
    0 references
    8 July 2011
    0 references
    0 references
    random walk with negative drift
    0 references
    tail asymptotics for the supremum
    0 references
    borderline case
    0 references
    convergence of conditional laws
    0 references
    spectrally positive Lévy process conditioned not to overshoot
    0 references
    0 references
    0 references