On the limit law of a random walk conditioned to reach a high level (Q550133): Difference between revisions

@@ Property / DOI @@
-.1016/j.spa.2010.10.007
@@ Property / DOI: 10.1016/j.spa.2010.10.007 / rank @@
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@@ Property / author @@
-Sergey Foss
@@ Property / author: Sergey Foss / rank @@
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@@ Property / author @@
+Sergey Foss
@@ Property / author: Sergey Foss / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+G50
@@ Property / Mathematics Subject Classification ID: 60G50 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+F05
@@ Property / Mathematics Subject Classification ID: 60F05 / rank @@
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@@ Property / zbMATH DE Number @@
+5918960
@@ Property / zbMATH DE Number: 5918960 / rank @@
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@@ Property / zbMATH Keywords @@
+random walk with negative drift
@@ Property / zbMATH Keywords: random walk with negative drift / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+tail asymptotics for the supremum
@@ Property / zbMATH Keywords: tail asymptotics for the supremum / rank @@
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@@ Property / zbMATH Keywords @@
+borderline case
@@ Property / zbMATH Keywords: borderline case / rank @@
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@@ Property / zbMATH Keywords @@
+convergence of conditional laws
@@ Property / zbMATH Keywords: convergence of conditional laws / rank @@
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@@ Property / zbMATH Keywords @@
+spectrally positive Lévy process conditioned not to overshoot
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@@ Property / MaRDI profile type @@
+Publication
@@ Property / MaRDI profile type: Publication / rank @@
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@@ Property / OpenAlex ID @@
+W2034540049
@@ Property / OpenAlex ID: W2034540049 / rank @@
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@@ Property / arXiv ID @@
+.2637
@@ Property / arXiv ID: 0712.2637 / rank @@
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@@ Property / cites work @@
+Applied Probability and Queues
@@ Property / cites work: Applied Probability and Queues / rank @@
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@@ Property / cites work @@
+Conditioned limit theorems relating a random walk to its associate, with applications to risk reserve processes and the <i>GI/G/</i>1 queue
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@@ Property / cites work @@
+Q4888858
@@ Property / cites work: Q4888858 / rank @@
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@@ Property / cites work @@
+Some asymptotic results for transient random walks
+Normal rank
@@ Property / cites work @@
+Q3992980
@@ Property / cites work: Q3992980 / rank @@
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@@ Property / cites work @@
+Q5184259
@@ Property / cites work: Q5184259 / rank @@
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@@ Property / cites work @@
+On Probabilities of Large Deviations for Random Walks. II. Regular Exponentially Decaying Distributions
+Normal rank
@@ Property / cites work @@
+Conditioned stable Lévy processes and the Lamperti representation
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@@ Property / cites work @@
+Conditionings and path decompositions for Lévy processes
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@@ Property / cites work @@
+Q3849318
@@ Property / cites work: Q3849318 / rank @@
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@@ Property / cites work @@
+Strong Renewal Theorems with Infinite Mean
@@ Property / cites work: Strong Renewal Theorems with Infinite Mean / rank @@
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+Q3721531
@@ Property / cites work: Q3721531 / rank @@
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+Q5624436
@@ Property / cites work: Q5624436 / rank @@
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@@ Property / cites work @@
+A discrete renewal theorem with infinite mean
@@ Property / cites work: A discrete renewal theorem with infinite mean / rank @@
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@@ Property / cites work @@
+Q4039795
@@ Property / cites work: Q4039795 / rank @@
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@@ Property / cites work @@
+Extreme Values in the GI/G/1 Queue
@@ Property / cites work: Extreme Values in the GI/G/1 Queue / rank @@
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@@ Property / cites work @@
+Q4778955
@@ Property / cites work: Q4778955 / rank @@
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@@ Property / cites work @@
+Q5293700
@@ Property / cites work: Q5293700 / rank @@
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@@ Property / cites work @@
+Semi-stable Markov processes. I
@@ Property / cites work: Semi-stable Markov processes. I / rank @@
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@@ Property / cites work @@
+Q3995465
@@ Property / cites work: Q3995465 / rank @@
+Normal rank
@@ Property / cites work @@
+Point processes, regular variation and weak convergence
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@@ Property / cites work @@
+The Distribution of the First Ladder Moment and Height and Fluctuation of a Random Walk
+Normal rank
@@ Property / cites work @@
+Q3250078
@@ Property / cites work: Q3250078 / rank @@
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@@ Property / cites work @@
+The class of subexponential distributions
@@ Property / cites work: The class of subexponential distributions / rank @@
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@@ Property / cites work @@
+Ruin probabilities expressed in terms of ladder height distributions
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@@ Property / cites work @@
+Q5437087
@@ Property / cites work: Q5437087 / rank @@
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@@ Property / DOI @@
+.1016/J.SPA.2010.10.007
@@ Property / DOI: 10.1016/J.SPA.2010.10.007 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:550133