Pages that link to "Item:Q2860220"

The following pages link to On local asymptotics for a heavy-tailed random walk maximum with applications in insurance and queueing theory (Q2860220):

Displaying 7 items.

• Local asymptotics of a Markov modulated random walk with heavy-tailed increments (Q644628) (← links)
• A local limit theorem for random walk maxima with heavy tails (Q1613018) (← links)
• The supremum of a negative drift random walk with dependent heavy-tailed steps. (Q1872494) (← links)
• Local limit theorem for the maximum of asymptotically stable random walks (Q2428508) (← links)
• Some asymptotic results for transient random walks with applications to insurance risk (Q2731155) (← links)
• Local asymptotics of the cycle maximum of a heavy-tailed random walk (Q3435397) (← links)
• The critical case of the Cramer-Lundberg theorem on the asymptotic tail behavior of the maximum of a negative drift random walk (Q5293700) (← links)