Asymptotic property of the distribution of the maxima of a random walk

DOI10.1016/0304-4149(78)90051-0MaRDI QIDQ1246933zbMATH OpenOpenAlexFDO

Authors Khursheed Alam

Publication date 1978

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4149(78)90051-0

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Sums of independent random variables; random walks (60G50)

Cites work

• scientific article; zbMATH DE number 3223982 (Why is no real title available?)
• A Tauberian Theorem and Its Probability Interpretation
• Factorization Identities and Properties of the Distribution of the Supremum of Sequential Sums
• On the Characteristics of the General Queueing Process, with Applications to Random Walk
• Some results on regular variation for distributions in queueing and fluctuation theory

Cited in

(2)

• On calculation of moments of ladder heights
• Second-order asymptotics of ruin probabilities for semiexponential claims

This page was built for publication: Asymptotic property of the distribution of the maxima of a random walk

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1246933)