Maximum on a random time interval of a random walk with infinite mean (Q2052793): Difference between revisions

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+Subexponential asymptotics for stochastic processes: Extremal behavior, stationary distributions and first passage probabilities
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@@ Property / cites work @@
+Asymptotics for sums of random variables with local subexponential behaviour
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+A local limit theorem for random walk maxima with heavy tails
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+Local large deviations and the strong renewal theorem
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+Some asymptotic results for transient random walks
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+Functions of probability measures
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+Large deviations for random walks under subexponentiality: The big-jump domain
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+Tail asymptotics for the supremum of a random walk when the mean is not finite
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+Local asymptotics of the cycle maximum of a heavy-tailed random walk
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+Martingale approach to subexponential asymptotics for random walks
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+The Strong Law of Large Numbers When the Mean is Undefined
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+An Introduction to Heavy-Tailed and Subexponential Distributions
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+The maximum on a random time interval of a random walk with long-tailed increments and negative drift.
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+Subexponential distributions and integrated tails
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+The class of subexponential distributions
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@@ Property / DOI: 10.1007/S11134-020-09661-Z / rank @@
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