Pages that link to "Item:Q5754696"
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The following pages link to Asymptotics of the density of the supremum of a random walk with heavy-tailed increments (Q5754696):
Displaying 19 items.
- Approximation of the distribution of the supremum of a centered random walk. Application to the local score (Q596509) (← links)
- Equivalent conditions of local asymptotics for the overshoot of a random walk with heavy-tailed increments (Q655770) (← links)
- Subexponential densities of infinitely divisible distributions on the half-line (Q831328) (← links)
- Supremum asymptotics for random walk with switching (Q892080) (← links)
- Convolution equivalence and distributions of random sums (Q946482) (← links)
- Equivalent conditions of local asymptotics for the solutions of defective renewal equations, with applications (Q993692) (← links)
- Equivalent conditions of asymptotics for the density of the supremum of a random walk in the Intermediate case (Q1028628) (← links)
- The local asymptotic estimation for the supremum of a random walk with generalized strong subexponential summands (Q1706462) (← links)
- Estimates for the tail probability of the supremum of a random walk with independent increments (Q1938738) (← links)
- On directional convolution equivalent densities (Q2144337) (← links)
- Tail behavior of supremum of a random walk when Cramér's condition fails (Q2259115) (← links)
- On the almost decrease of a subexponential density (Q2322670) (← links)
- A wide class of heavy-tailed distributions and its applications (Q2480272) (← links)
- On local asymptotics for a heavy-tailed random walk maximum with applications in insurance and queueing theory (Q2860220) (← links)
- Penalisation of the symmetric random walk by several functions of the supremum (Q2869218) (← links)
- The Uniform Local Asymptotics of the Overshoot of a Random Walk with Heavy-Tailed Increments (Q3396379) (← links)
- (Q3405223) (← links)
- Tail asymptotics for the area under the excursion of a random walk with heavy-tailed increments (Q4964791) (← links)
- Asymptotics for the moments of the overshoot and undershoot of a random walk (Q5320661) (← links)
