On distribution tail of the maximum of a random walk
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Publication:1965887
DOI10.1016/S0304-4149(97)00060-4zbMath0942.60018MaRDI QIDQ1965887
Publication date: 1 March 2000
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
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Cites Work
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- Estimates for the probability of ruin with special emphasis on the possibility of large claims
- On convolution tails
- Asymptotic behaviour of Wiener-Hopf factors of a random walk
- Degeneracy properties of subcritical branching processes
- A note on the maximum of a random walk
- On the tails of waiting-time distributions
- Some asymptotic results for transient random walks
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