On the local behaviour of ladder height distributions
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Publication:4322033
DOI10.2307/3215158zbMath0815.60065MaRDI QIDQ4322033
Ronald Arthur Doney, Jean Bertoin
Publication date: 30 June 1995
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3215158
local subexponentiality; ladder height in a random walk; local asymptotic behavior of the maximum; local regular variation
60G70: Extreme value theory; extremal stochastic processes
60G50: Sums of independent random variables; random walks
60E05: Probability distributions: general theory
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