On perturbed random walks

DOI10.1239/JAP/1294170531MaRDI QIDQ3067859zbMATH OpenOpenAlexFDO

Authors Zbigniew Palmowski, Bert Zwart

Publication date 13 January 2011

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1239/jap/1294170531

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Extreme value theory; extremal stochastic processes (60G70)

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Cites work

• scientific article; zbMATH DE number 3238248 (Why is no real title available?)
• On the Maximum Exceedance of a Sequence of Random Variables Over a Renewal Threshold
• Tail asymptotics for the maximum of perturbed random walk
• Tail Asymptotics of the Supremum of a Regenerative Process

Cited in

(9)

• Stopped two-dimensional perturbed random walks and Lévy processes
• About the random walk from many injection points
• A renewal theorem and supremum of a perturbed random walk
• Power and exponential moments of the number of visits and related quantities for perturbed random walks
• scientific article; zbMATH DE number 3868368 (Why is no real title available?)
• scientific article; zbMATH DE number 55669 (Why is no real title available?)
• Finite time ruin probability and structural density properties in the presence of dependence in insurance risk model
• Limit theorems for globally perturbed random walks
• Random walk of second class particles in product shock measures

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