Exact asymptotic behaviour of the distribution of the supremum
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Publication:5937053
DOI10.1016/S0167-7152(00)00229-7zbMath0990.60051MaRDI QIDQ5937053
Publication date: 11 August 2002
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
60G50: Sums of independent random variables; random walks
44A10: Laplace transform
46J99: Commutative Banach algebras and commutative topological algebras
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Cites Work
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- Equivalence of two conditions on singular components
- Banach algebras of measures on the real line with a given asymptotics of distributions at infinity
- Some asymptotic results for transient random walks
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