Pages that link to "Item:Q5097177"
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The following pages link to Local Tail Asymptotics for the Joint Distribution of the Length and of the Maximum of a Random Walk Excursion (Q5097177):
Displaying 3 items.
- On local asymptotics for a heavy-tailed random walk maximum with applications in insurance and queueing theory (Q2860220) (← links)
- Local asymptotics of the cycle maximum of a heavy-tailed random walk (Q3435397) (← links)
- Penalisation of the Standard Random Walk by a Function of the One-Sided Maximum, of the Local Time, or of the Duration of the Excursions (Q3653085) (← links)