Submultiplicative moments of the supremum of a random walk with negative drift (Q1380548)
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scientific article; zbMATH DE number 1125639
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Submultiplicative moments of the supremum of a random walk with negative drift |
scientific article; zbMATH DE number 1125639 |
Statements
Submultiplicative moments of the supremum of a random walk with negative drift (English)
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5 January 1999
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random walk
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Wiener-Hopf factorization
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infinite divisibility
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