On the distribution density of the supremum of a random walk in the subexponential case.

@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 -