scientific article; zbMATH DE number 3766767

MaRDI QIDQ3948374zbMATH OpenFDO

Authors Paul Embrechts, John Hawkes

Publication date 1982

zbMATH Keywords

fluctuationsLevy measureregularly varyingtail behaviours of an infinitely divisible distribution

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Sums of independent random variables; random walks (60G50)

Cited in

(19)

• On the asymptotic behaviour of first passage times for transient random walk
• Last exit times for random walks
• Limiting tail behaviour of some discrete compound distributions
• On the joint distribution of ladder variables of random walk
• Time inhomogeneous mutation models with birth date dependence
• Fluctuation analysis on mutation models with birth-date dependence
• Embrechts-Goldie's problem on the class of lattice convolution equivalent distributions
• Tail behaviour of the busy period of a GI/GI/1 queue with subexponential service times
• A local limit theorem for random walks conditioned to stay positive
• Transition phenomena for ladder epochs of random walks with small negative drift
• Functions of discrete probability measures: Rates of convergence in the renewal theorem
• Asymptotics for the first passage times of Lévy processes and random walks
• Tournament score sequences, Erdős-Ginzburg-Ziv numbers, and the Lévy-Khintchine method
• Sinaĭ excursions: an analogue of Sparre Andersen's formula for the area process of a random walk
• To see the forest for the trees: on the infinite divisibility of unlabeled forests
• Second order asymptotic behaviour of subordinated sequences with longtailed subordinator
• The generalized logarithmic series distribution
• Banach algebras and infinitely divisible distributions
• Convolution equivalence and distributions of random sums

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