Diffusion approximations for the maximum of a perturbed random walk
From MaRDI portal
(Redirected from Publication:5697196)
Recommendations
- On the maximum of a perturbed random walk
- Tail asymptotics for the maximum of perturbed random walk
- Functional limit theorems for the maxima of perturbed random walk and divergent perpetuities in the M₁-topology
- First passage times for perturbed random walks
- Complete corrected diffusion approximations for the maximum of a random walk
Cites work
- scientific article; zbMATH DE number 3858075 (Why is no real title available?)
- scientific article; zbMATH DE number 4078444 (Why is no real title available?)
- scientific article; zbMATH DE number 3736679 (Why is no real title available?)
- scientific article; zbMATH DE number 3766893 (Why is no real title available?)
- scientific article; zbMATH DE number 1301681 (Why is no real title available?)
- scientific article; zbMATH DE number 3364606 (Why is no real title available?)
- Almost sure invariance principles for partial sums of weakly dependent random variables
- Corrected Diffusion Approximations for a Multistage Production-Inventory System
- Cramér-Lundberg approximations for ruin probabilities of risk processes perturbed by diffusion
- Estimating tail probabilities in queues via extremal statistics
- On additive functionals of Markov chains
- On the maximum workload of a queue fed by fractional Brownian motion.
- Ruin probabilities in perturbed risk models
- THE LIMITING DISTRIBUTION OF THE LAST TIME s n ≥ n∈
- Tail asymptotics for the maximum of perturbed random walk
- Two-sided taboo limits for Markov processes and associated perfect simulation.
Cited in
(11)- A renewal theorem and supremum of a perturbed random walk
- Precise asymptotics for a random walker’s maximum
- Tail asymptotics for the maximum of perturbed random walk
- On perturbed random walks
- An iterative approximation procedure for the distribution of the maximum of a random walk
- A unified approach to the heavy-traffic analysis of the maximum of random walks
- Comparison results for positive supermodular dependent Markov tree distributions
- Functional limit theorems for the maxima of perturbed random walk and divergent perpetuities in the M₁-topology
- Simplest random walk for approximating Robin boundary value problems and ergodic limits of reflected diffusions
- On the maximum of a perturbed random walk
- Complete corrected diffusion approximations for the maximum of a random walk
This page was built for publication: Diffusion approximations for the maximum of a perturbed random walk
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5697196)
