On the distribution density of the supremum of a random walk in the subexponential case.
Sibirskij Matematicheskij Zhurnal (2006)
- Volume: 47, Issue: 6, page 1296-1302
- ISSN: 0037-4474
Access Full Article
top
How to cite
topKorshunov, D.A.. "On the distribution density of the supremum of a random walk in the subexponential case.." Sibirskij Matematicheskij Zhurnal 47.6 (2006): 1296-1302. <http://eudml.org/doc/54776>.
@article{Korshunov2006,
author = {Korshunov, D.A.},
journal = {Sibirskij Matematicheskij Zhurnal},
keywords = {random walk; subexponential distribution; asymptotics of tails; local asymptotics},
language = {eng},
number = {6},
pages = {1296-1302},
publisher = {Sibirskoe Otdelenie Rossijskoj Akademii Nauk, Institut Matematiki Im. S. L. Soboleva SO RAN, Novosibirsk; Izdatel'stvo Instituta Matematiki},
title = {On the distribution density of the supremum of a random walk in the subexponential case.},
url = {http://eudml.org/doc/54776},
volume = {47},
year = {2006},
}
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
PB - Sibirskoe Otdelenie Rossijskoj Akademii Nauk, Institut Matematiki Im. S. L. Soboleva SO RAN, Novosibirsk; Izdatel'stvo Instituta Matematiki
VL - 47
IS - 6
SP - 1296
EP - 1302
LA - eng
KW - random walk; subexponential distribution; asymptotics of tails; local asymptotics
UR - http://eudml.org/doc/54776
ER -
NotesEmbed ?
topYou must be logged in to post comments.
To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.