Pages that link to "Item:Q5293700"
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The following pages link to The critical case of the Cramer-Lundberg theorem on the asymptotic tail behavior of the maximum of a negative drift random walk (Q5293700):
Displaying 11 items.
- On the limit law of a random walk conditioned to reach a high level (Q550133) (← links)
- An extension of a logarithmic form of Cramér's ruin theorem to some FARIMA and related processes (Q981000) (← links)
- The second rate function and the asymptotic problems of renewal and hitting the boundary for multidimensional random walks (Q1358014) (← links)
- On subexponential tails for the maxima of negatively driven compound renewal and Lévy processes (Q1743344) (← links)
- Boundary crossing problems for compound renewal processes (Q2191337) (← links)
- Tail behavior of supremum of a random walk when Cramér's condition fails (Q2259115) (← links)
- A note on asymptotic behavior for negative drift random walk with dependent heavy-tailed steps and its application to risk theory (Q2463944) (← links)
- Optimal stopping time problem for random walks with polynomial reward functions (Q2922896) (← links)
- Implicit renewal theory in the arithmetic case (Q4684887) (← links)
- On the Asymptotics of the Ruin Probability (Q5252479) (← links)
- Upper Bounds for the Maximum of a Random Walk with Negative Drift (Q5407034) (← links)
