Pages that link to "Item:Q1872352"

The following pages link to The maximum on a random time interval of a random walk with long-tailed increments and negative drift. (Q1872352):

Displaying 48 items.

• Asymptotic behavior of random time absolute ruin probability with \(\mathcal D \cap \mathcal L\) tailed and conditionally independent claim sizes (Q452891) (← links)
• Uniform asymptotics for the tail probability of weighted sums with heavy tails (Q467031) (← links)
• Local subexponentiality and self-decomposability (Q616260) (← links)
• Asymptotics of randomly stopped sums in the presence of heavy tails (Q627282) (← links)
• Local asymptotics of a Markov modulated random walk with heavy-tailed increments (Q644628) (← links)
• The asymptotic behavior of the ruin probability within a random horizon (Q705091) (← links)
• Heavy tails of a Lévy process and its maximum over a random time interval (Q763680) (← links)
• Subexponential densities of infinitely divisible distributions on the half-line (Q831328) (← links)
• Equivalent conditions of local asymptotics for the solutions of defective renewal equations, with applications (Q993692) (← links)
• Ruin probability and local ruin probability in the random multi-delayed renewal risk model (Q1007342) (← links)
• On upper bounds for the tail distribution of geometric sums of subexponential random variables (Q1039620) (← links)
• The local asymptotic estimation for the supremum of a random walk with generalized strong subexponential summands (Q1706462) (← links)
• Customer sojourn time in \(GI/GI/1\) feedback queue in the presence of heavy tails (Q1756561) (← links)
• Maxima of sums and random sums for negatively associated random variables with heavy tails (Q1771428) (← links)
• Approximation of the tail probability of dependent random sums under consistent variation and applications (Q1945611) (← links)
• Maximum on a random time interval of a random walk with infinite mean (Q2052793) (← links)
• The probability of reaching a receding boundary by a branching random walk with fading branching and heavy-tailed jump distribution (Q2135144) (← links)
• On directional convolution equivalent densities (Q2144337) (← links)
• Moments of the first descending epoch for a random walk with negative drift (Q2170225) (← links)
• On the distribution tail of the sum of the maxima of two randomly stopped sums in the presence of heavy tails (Q2279488) (← links)
• Stability and busy periods in a multiclass queue with state-dependent arrival rates (Q2315067) (← links)
• Loss rates in the single-server queue with complete rejection (Q2354014) (← links)
• Discrete and continuous time modulated random walks with heavy-tailed increments (Q2385614) (← links)
• The extremal behaviour over regenerative cycles for Markov additive processes with heavy tails (Q2485842) (← links)
• The probability of exceeding a high boundary on a random time interval for a heavy-tailed random walk (Q2572397) (← links)
• Tail behaviour of the area under the queue length process of the single server queue with regularly varying service times (Q2572912) (← links)
• Subexponential densities of compound Poisson sums and the supremum of a random walk (Q2685120) (← links)
• Lévy Processes with Two-Sided Reflection (Q2807248) (← links)
• Asymptotic Behavior of Random Time Ruin Probability Under Heavy-Tailed Claim Sizes and Dependence Structure (Q2920000) (← links)
• THE SUBEXPONENTIAL PRODUCT CONVOLUTION OF TWO WEIBULL-TYPE DISTRIBUTIONS (Q3008156) (← links)
• Minimum of Dependent Random Variables with Convolution-Equivalent Distributions (Q3100647) (← links)
• Asymptotics for the Finite Time Ruin Probability in the Renewal Model with Consistent Variation (Q3157866) (← links)
• Stability of the exit time for Lévy processes (Q3173002) (← 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)
• Insensitivity to Negative Dependence of Asymptotic Tail Probabilities of Sums and Maxima of Sums (Q3506295) (← links)
• Tail Asymptotics for a Random Sign Lindley Recursion (Q3550989) (← links)
• Two-dimensional ruin probability for subexponential claim size (Q4578300) (← links)
• Asymptotic behavior of tail and local probabilities for sums of subexponential random variables (Q4819439) (← links)
• Convolution equivalence and infinite divisibility (Q4819467) (← links)
• Uniform asymptotic behavior of tail probability of maxima in a time-dependent renewal risk model (Q5078089) (← links)
• Regular variation in a fixed-point problem for single- and multi-class branching processes and queues (Q5215052) (← links)
• Asymptotic Probabilities of an Exceedance Over Renewal Thresholds with an Application to Risk Theory (Q5312847) (← links)
• Asymptotics for the moments of the overshoot and undershoot of a random walk (Q5320661) (← links)
• Upper Bounds for the Maximum of a Random Walk with Negative Drift (Q5407034) (← links)
• Note on the Tail Behavior of Random Walk Maxima with Heavy Tails and Negative Drift (Q5715919) (← links)
• Asymptotics of the density of the supremum of a random walk with heavy-tailed increments (Q5754696) (← links)
• A decomposition for Lévy processes inspected at Poisson moments (Q6102053) (← links)