Local Tail Asymptotics for the Joint Distribution of the Length and of the Maximum of a Random Walk Excursion
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Publication:5097177
DOI10.1137/S0040585X97T990939zbMath1502.60061arXiv1907.02578WikidataQ114073918 ScholiaQ114073918MaRDI QIDQ5097177
Elena Perfilev, Vitali Wachtel
Publication date: 22 August 2022
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1907.02578
Sums of independent random variables; random walks (60G50) Queueing theory (aspects of probability theory) (60K25)
Cites Work
- On the asymptotic behaviour of first passage times for transient random walk
- Functional central limit theorems for random walks conditioned to stay positive
- Probability theory. Edited by K. A. Borovkov. Transl. from the Russian by O. Borovkova and P. S. Ruzankin
- Conditioned limit theorems relating a random walk to its associate, with applications to risk reserve processes and the GI/G/1 queue
- Extreme Values in the GI/G/1 Queue
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