Asymptotics of the density of the supremum of a random walk with heavy-tailed increments (Q5754696)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Asymptotics of the density of the supremum of a random walk with heavy-tailed increments |
scientific article; zbMATH DE number 5181964
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Asymptotics of the density of the supremum of a random walk with heavy-tailed increments |
scientific article; zbMATH DE number 5181964 |
Statements
Asymptotics of the density of the supremum of a random walk with heavy-tailed increments (English)
0 references
23 August 2007
0 references
random walk
0 references
heavy-tailed increment
0 references
first ascending ladder height
0 references
density of the supremum
0 references
asymptotics
0 references
0 references
0.8625901937484741
0 references
0.8362470269203186
0 references
0.8222054839134216
0 references
0.8168429136276245
0 references
