On the exact distributional asymptotics for the supremum of a random walk with increments in a class of light-tailed distribution.

Zachary, Stan; Foss, S.G.

Zachary, Stan ; Foss, S.G.

Sibirskij Matematicheskij Zhurnal, Tome 47 (2006) no. 6, p. 1265.

Voir la notice de l'article dans European Digital Mathematics Library

Zbl

Classification : 60G50, 60E05
Mots-clés : supremum of a random walk, exact asymptotics

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     author = {Zachary, Stan and Foss, S.G.},
     title = {On the exact distributional asymptotics for the supremum of a random walk with increments in a class of light-tailed distribution.},
     journal = {Sibirskij Matematicheskij Zhurnal},
     pages = {1265},
     publisher = {mathdoc},
     volume = {47},
     number = {6},
     year = {2006},
     zbl = {1150.60380},
     language = {en},
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Zachary, Stan; Foss, S.G. On the exact distributional asymptotics for the supremum of a random walk with increments in a class of light-tailed distribution.. Sibirskij Matematicheskij Zhurnal, Tome 47 (2006) no. 6, p. 1265. https://geodesic-test.mathdoc.fr/item/SMZ_2006__47_6_54777/