On the distribution density of the supremum of a random walk in the subexponential case.
Sibirskij Matematicheskij Zhurnal, Tome 47 (2006) no. 6, p. 1296.
Voir la notice de l'article dans European Digital Mathematics Library
Classification :
60G50, 60F10
Mots-clés : random walk, subexponential distribution, asymptotics of tails, local asymptotics
Mots-clés : random walk, subexponential distribution, asymptotics of tails, local asymptotics
@article{SMZ_2006__47_6_54776, author = {Korshunov, D.A.}, title = {On the distribution density of the supremum of a random walk in the subexponential case.}, journal = {Sibirskij Matematicheskij Zhurnal}, pages = {1296}, publisher = {mathdoc}, volume = {47}, number = {6}, year = {2006}, zbl = {1150.60376}, language = {en}, url = {https://geodesic-test.mathdoc.fr/item/SMZ_2006__47_6_54776/} }
TY - JOUR AU - Korshunov, D.A. TI - On the distribution density of the supremum of a random walk in the subexponential case. JO - Sibirskij Matematicheskij Zhurnal PY - 2006 SP - 1296 VL - 47 IS - 6 PB - mathdoc UR - https://geodesic-test.mathdoc.fr/item/SMZ_2006__47_6_54776/ LA - en ID - SMZ_2006__47_6_54776 ER -
Korshunov, D.A. On the distribution density of the supremum of a random walk in the subexponential case.. Sibirskij Matematicheskij Zhurnal, Tome 47 (2006) no. 6, p. 1296. https://geodesic-test.mathdoc.fr/item/SMZ_2006__47_6_54776/