Equivalent conditions of asymptotics for the density of the supremum of a random walk in the Intermediate case

DOI10.1007/S10959-009-0217-7zbMath1166.60027OpenAlexW2002600477MaRDI QIDQ1028628

Kai Yong Wang, Yue-bao Wang

Publication date: 6 July 2009

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10959-009-0217-7

zbMATH Keywords

densityinfinitely divisible distributionrandom walkrandom sumsupremumruin distribution

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Sums of independent random variables; random walks (60G50) Limit theorems in probability theory (60F99)

Related Items (3)

Asymptotics for the moments of the overshoot and undershoot of a random walk ⋮ On asymptotic equivalence among the solutions of some defective renewal equations ⋮ Tail behavior of supremum of a random walk when Cramér's condition fails

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