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A local limit theorem for random walk maxima with heavy tails - MaRDI portal

A local limit theorem for random walk maxima with heavy tails (Q1613018)

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scientific article; zbMATH DE number 1796701
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English
A local limit theorem for random walk maxima with heavy tails
scientific article; zbMATH DE number 1796701

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    A local limit theorem for random walk maxima with heavy tails (English)
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    5 September 2002
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    integrated tail
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    ladder height
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    subexponential distribution
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