An asymptotic expansion for the distribution of the supremum of a random walk (Q4494503)
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scientific article; zbMATH DE number 1485091
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An asymptotic expansion for the distribution of the supremum of a random walk |
scientific article; zbMATH DE number 1485091 |
Statements
An asymptotic expansion for the distribution of the supremum of a random walk (English)
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8 February 2001
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random walk
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supremum
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characteristic equation
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asymptotic expansions
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Laplace transform
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