scientific article; zbMATH DE number 1894368

MaRDI QIDQ4801567zbMATH OpenFDO

Authors Alexander V. Nagaev

Publication date 8 April 2003

zbMATH Keywords

ruin probabilitySpitzer seriesCramér transformationladder epoch and heighttransient and recurrent walk

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50)

Recommendations

• Some asymptotic results for transient random walks
• On the asymptotic behaviour of first passage times for transient random walk
• scientific article; zbMATH DE number 482615
• Transition phenomena for ladder epochs of random walks with small negative drift
• Transient nearest neighbor random walk on the line

Cited in

(3)

• Anomalous threshold behavior of long range random walks
• Stability theorems and the second-order asymptotics in threshold phenomena for boundary functionals of random walks
• scientific article; zbMATH DE number 1261202 (Why is no real title available?)

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4801567)