On the exact distributional asymptotics for the supremum of a random walk with increments in a class of light-tailed distribution.
Sibirskij Matematicheskij Zhurnal (2006)
- Volume: 47, Issue: 6, page 1265-1274
- ISSN: 0037-4474
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topZachary, Stan, and 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 47.6 (2006): 1265-1274. <http://eudml.org/doc/54777>.
@article{Zachary2006,
author = {Zachary, Stan, Foss, S.G.},
journal = {Sibirskij Matematicheskij Zhurnal},
keywords = {supremum of a random walk; exact asymptotics},
language = {eng},
number = {6},
pages = {1265-1274},
publisher = {Sibirskoe Otdelenie Rossijskoj Akademii Nauk, Institut Matematiki Im. S. L. Soboleva SO RAN, Novosibirsk; Izdatel'stvo Instituta Matematiki},
title = {On the exact distributional asymptotics for the supremum of a random walk with increments in a class of light-tailed distribution.},
url = {http://eudml.org/doc/54777},
volume = {47},
year = {2006},
}
TY - JOUR
AU - Zachary, Stan
AU - Foss, S.G.
TI - On the exact distributional asymptotics for the supremum of a random walk with increments in a class of light-tailed distribution.
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 - 1265
EP - 1274
LA - eng
KW - supremum of a random walk; exact asymptotics
UR - http://eudml.org/doc/54777
ER -
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