Heavy traffic and heavy tails for the maximum of a random walk (Q6250220)

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scientific article; zbMATH DE number 900224348
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Heavy traffic and heavy tails for the maximum of a random walk
scientific article; zbMATH DE number 900224348

    Statements

    publication date
    28 March 2014
    0 references
    arXiv ID
    1403.7325
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    arXiv classification
    math.PR
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    author
    Denis Denisov
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    Johannes Kugler
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    Mathematics Subject Classification ID
    60G70
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    60G50
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    60K25
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