Pages that link to "Item:Q1965887"
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The following pages link to On distribution tail of the maximum of a random walk (Q1965887):
Displaying 41 items.
- The weak convergence theorem for the distribution of the maximum of a Gaussian random walk and approximation formulas for its moments (Q352900) (← links)
- How to measure the accuracy of the subexponential approximation for the stationary single server queue (Q383190) (← links)
- Efficient simulation and conditional functional limit theorems for ruinous heavy-tailed random walks (Q436303) (← links)
- Random walks with non-convolution equivalent increments and their applications (Q601305) (← links)
- Local subexponentiality and self-decomposability (Q616260) (← links)
- Veraverbeke's theorem at large: on the maximum of some processes with negative drift and heavy tail innovations (Q650749) (← links)
- Subexponential densities of infinitely divisible distributions on the half-line (Q831328) (← links)
- A new class of large claim size distributions: definition, properties, and ruin theory (Q888489) (← links)
- Convolution equivalence and distributions of random sums (Q946482) (← links)
- Perfect simulation of infinite range Gibbs measures and coupling with their finite range approximations (Q963273) (← links)
- Some new equivalent conditions on asymptotics and local asymptotics for random sums and their applications (Q995501) (← links)
- On lower limits and equivalences for distribution tails of randomly stopped sums (Q1002559) (← links)
- Ruin probability and local ruin probability in the random multi-delayed renewal risk model (Q1007342) (← links)
- Equivalent conditions of asymptotics for the density of the supremum of a random walk in the Intermediate case (Q1028628) (← links)
- The local asymptotic estimation for the supremum of a random walk with generalized strong subexponential summands (Q1706462) (← links)
- On subexponential tails for the maxima of negatively driven compound renewal and Lévy processes (Q1743344) (← links)
- The maximum on a random time interval of a random walk with long-tailed increments and negative drift. (Q1872352) (← links)
- Estimates for the tail probability of the supremum of a random walk with independent increments (Q1938738) (← links)
- Hypothesis testing for a Lévy-driven storage system by Poisson sampling (Q1994908) (← links)
- Tail behavior of supremum of a random walk when Cramér's condition fails (Q2259115) (← links)
- Arbitrary many Walkers meet infinitely often in a subballistic random environment (Q2274196) (← links)
- Second order asymptotics for ruin probabilities in a renewal risk model with heavy-tailed claims (Q2445354) (← links)
- A wide class of heavy-tailed distributions and its applications (Q2480272) (← links)
- Heavy tails in multi-server queue (Q2494538) (← links)
- Large deviations of sojourn times in processor sharing queues (Q2494550) (← links)
- Interplay of insurance and financial risks in a discrete-time model with strongly regular variation (Q2515517) (← links)
- Optimal stopping time problem for random walks with polynomial reward functions (Q2922896) (← links)
- Tail Asymptotics for a Random Sign Lindley Recursion (Q3550989) (← links)
- A local asymptotic behavior for ruin probability in the renewal risk model (Q3610426) (← links)
- Extremal Probability Bounds in Combinatorial Optimization (Q5051383) (← links)
- Uniform asymptotic behavior of tail probability of maxima in a time-dependent renewal risk model (Q5078089) (← links)
- Approximation formulas for the moments of the boundary functional of a Gaussian random walk with positive drift by using Siegmund's formula (Q5087544) (← links)
- A ruin model with a resampled environment (Q5117676) (← links)
- State-independent Importance Sampling for Random Walks with Regularly Varying Increments (Q5247112) (← links)
- On the Asymptotics of the Ruin Probability (Q5252479) (← links)
- Asymptotic Probabilities of an Exceedance Over Renewal Thresholds with an Application to Risk Theory (Q5312847) (← links)
- Applications of factorization embeddings for Lévy processes (Q5395359) (← links)
- Tail Asymptotics of the Supremum of a Regenerative Process (Q5443736) (← links)
- Tails of Stopped Random Products: The Factoid and Some Relatives (Q5504168) (← links)
- On fluctuation-theoretic decompositions via Lindley-type recursions (Q6056574) (← links)
- A survey on performance analysis of warehouse carousel systems (Q6573281) (← links)
