Asymptotics of the density of the supremum of a random walk with heavy-tailed increments (Q5754696): Difference between revisions
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Property / cites work: Asymptotics for sums of random variables with local subexponential behaviour / rank | |||
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Property / cites work: A local limit theorem for random walk maxima with heavy tails / rank | |||
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Latest revision as of 13:56, 26 June 2024
scientific article; zbMATH DE number 5181964
Language | Label | Description | Also known as |
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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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