Second Order Approximation for the Distribution of the Maximum of a Random Walk with Negative Drift and Infinite Variance (Q5252470)
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scientific article; zbMATH DE number 6441817
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Second Order Approximation for the Distribution of the Maximum of a Random Walk with Negative Drift and Infinite Variance |
scientific article; zbMATH DE number 6441817 |
Statements
Second Order Approximation for the Distribution of the Maximum of a Random Walk with Negative Drift and Infinite Variance (English)
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2 June 2015
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second-order approximation
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maxima
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large deviations
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random walk
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compound renewal processes
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regular variation
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