Asymptotics of the density of the supremum of a random walk with heavy-tailed increments (Q5754696): Difference between revisions

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Latest revision as of 13:56, 26 June 2024

scientific article; zbMATH DE number 5181964
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English
Asymptotics of the density of the supremum of a random walk with heavy-tailed increments
scientific article; zbMATH DE number 5181964

    Statements

    Asymptotics of the density of the supremum of a random walk with heavy-tailed increments (English)
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    23 August 2007
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    random walk
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    heavy-tailed increment
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    first ascending ladder height
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    density of the supremum
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    asymptotics
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