Tail expansions for the distribution of the maximum of a random walk with negative drift and regularly varying increments (Q2464850)
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English | Tail expansions for the distribution of the maximum of a random walk with negative drift and regularly varying increments |
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Tail expansions for the distribution of the maximum of a random walk with negative drift and regularly varying increments (English)
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17 December 2007
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tail expansion
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random walk
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regularly varying
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Wiener-Hopf factor
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ruin probability
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