Local Tail Asymptotics for the Joint Distribution of the Length and of the Maximum of a Random Walk Excursion (Q5097177)
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scientific article; zbMATH DE number 7573886
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Local Tail Asymptotics for the Joint Distribution of the Length and of the Maximum of a Random Walk Excursion |
scientific article; zbMATH DE number 7573886 |
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Local Tail Asymptotics for the Joint Distribution of the Length and of the Maximum of a Random Walk Excursion (English)
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22 August 2022
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random walk
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excursion
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Cramér-Lundberg
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exponential change of measure
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