Pages that link to "Item:Q5320661"

The following pages link to Asymptotics for the moments of the overshoot and undershoot of a random walk (Q5320661):

Displaying 16 items.

• Some discussions on the local distribution classes (Q383924) (← links)
• Estimates for the overshoot of a random walk with negative drift and non-convolution equivalent increments (Q386279) (← links)
• Random walks with non-convolution equivalent increments and their applications (Q601305) (← links)
• Local asymptotics of a Markov modulated random walk with heavy-tailed increments (Q644628) (← links)
• On asymptotic equivalence among the solutions of some defective renewal equations (Q889465) (← links)
• The local asymptotic estimation for the supremum of a random walk with generalized strong subexponential summands (Q1706462) (← links)
• Asymptotics for the solutions to defective renewal equations (Q1724847) (← links)
• Note on the bi-risk discrete time risk model with income rate two (Q2103305) (← links)
• Tail behavior of supremum of a random walk when Cramér's condition fails (Q2259115) (← links)
• The closure of the convolution equivalent distribution class under convolution roots with applications to random sums (Q2267629) (← links)
• On the almost decrease of a subexponential density (Q2322670) (← links)
• On a Sparre Andersen risk model perturbed by a spectrally negative Lévy process (Q2868606) (← links)
• The Uniform Local Asymptotics of the Overshoot of a Random Walk with Heavy-Tailed Increments (Q3396379) (← links)
• The Uniform Asymptotics of the Overshoot of a Random Walk with Light-Tailed Increments (Q4921642) (← links)
• Asymptotic formulas for the left truncated moments of sums with consistently varying distributed increments (Q5029958) (← links)
• Approximation formulas for the moments of the boundary functional of a Gaussian random walk with positive drift by using Siegmund's formula (Q5087544) (← links)