On the maximum of a random walk with small negative drift

DOI10.1214/aop/1176993498zbMath0514.60069OpenAlexW1984356007MaRDI QIDQ1051346

Michael J. Klass

Publication date: 1983

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176993498

zbMATH Keywords

renewal theoryfluctuation theoryexpected maximumladder variablesinfinite mean variablesnegative drift

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Large deviations (60F10) Renewal theory (60K05)

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