On an explicit formula for the distribution of the supremum

DOI10.1016/S0167-7152(98)00122-9zbMath0933.60043WikidataQ126644317 ScholiaQ126644317MaRDI QIDQ1305220

Mikhail S. Sgibnev

Publication date: 27 March 2000

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

rational functionWiener-Hopf factorizationrandom walksupremum

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Sums of independent random variables; random walks (60G50)

Cites Work

• Unnamed Item
• Unnamed Item

This page was built for publication: On an explicit formula for the distribution of the supremum