Pages that link to "Item:Q1613018"

The following pages link to A local limit theorem for random walk maxima with heavy tails (Q1613018):

Displaying 27 items.

• Some discussions on the local distribution classes (Q383924) (← links)
• Asymptotics of discounted aggregate claims for renewal risk model with risky investment (Q550048) (← links)
• Random walks with non-convolution equivalent increments and their applications (Q601305) (← links)
• Local subexponentiality and self-decomposability (Q616260) (← links)
• Renewal theory for random variables with a heavy tailed distribution and finite variance (Q618009) (← links)
• Local asymptotics of a Markov modulated random walk with heavy-tailed increments (Q644628) (← links)
• Equivalent conditions of local asymptotics for the solutions of defective renewal equations, with applications (Q993692) (← links)
• Some new equivalent conditions on asymptotics and local asymptotics for random sums and their applications (Q995501) (← links)
• Ruin probability and local ruin probability in the random multi-delayed renewal risk model (Q1007342) (← links)
• Estimates for the ruin probability in the classical risk model with constant interest force in the presence of heavy tails. (Q1413376) (← links)
• The local asymptotic estimation for the supremum of a random walk with generalized strong subexponential summands (Q1706462) (← links)
• Maximum on a random time interval of a random walk with infinite mean (Q2052793) (← links)
• Tail behavior of supremum of a random walk when Cramér's condition fails (Q2259115) (← links)
• On the almost decrease of a subexponential density (Q2322670) (← links)
• Tail expansions for the distribution of the maximum of a random walk with negative drift and regularly varying increments (Q2464850) (← links)
• The extremal behaviour over regenerative cycles for Markov additive processes with heavy tails (Q2485842) (← links)
• Subexponential densities of compound Poisson sums and the supremum of a random walk (Q2685120) (← links)
• Lévy Processes with Two-Sided Reflection (Q2807248) (← links)
• The uniform local asymptotics for a Lévy process and its overshoot and undershoot (Q2807758) (← links)
• The finite-time ruin probability of the compound Poisson model with constant interest force (Q3367735) (← links)
• The Uniform Local Asymptotics of the Overshoot of a Random Walk with Heavy-Tailed Increments (Q3396379) (← links)
• Local asymptotics of the cycle maximum of a heavy-tailed random walk (Q3435397) (← links)
• A local asymptotic behavior for ruin probability in the renewal risk model (Q3610426) (← links)
• Asymptotic behavior of tail and local probabilities for sums of subexponential random variables (Q4819439) (← links)
• Asymptotics for the moments of the overshoot and undershoot of a random walk (Q5320661) (← links)
• Finite-Time Ruin Probability with Heavy-Tailed Claims and Constant Interest Rate (Q5454668) (← links)
• Asymptotics of the density of the supremum of a random walk with heavy-tailed increments (Q5754696) (← links)