Asymptotics of the density of the supremum of a random walk with heavy-tailed increments (Q5754696)
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scientific article; zbMATH DE number 5181964
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotics of the density of the supremum of a random walk with heavy-tailed increments |
scientific article; zbMATH DE number 5181964 |
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Asymptotics of the density of the supremum of a random walk with heavy-tailed increments (English)
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23 August 2007
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random walk
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heavy-tailed increment
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first ascending ladder height
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density of the supremum
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asymptotics
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