Asymptotic property of the distribution of the maxima of a random walk

DOI10.1016/0304-4149(78)90051-0zbMath0378.60010OpenAlexW1990474744MaRDI QIDQ1246933

Khursheed Alam

Publication date: 1978

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(78)90051-0

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Probability distributions: general theory (60E05)

Related Items (2)

Second-order asymptotics of ruin probabilities for semiexponential claims ⋮ On calculation of moments of ladder heights

Cites Work

• Unnamed Item
• On the Characteristics of the General Queueing Process, with Applications to Random Walk
• A Tauberian Theorem and Its Probability Interpretation
• Factorization Identities and Properties of the Distribution of the Supremum of Sequential Sums
• Some results on regular variation for distributions in queueing and fluctuation theory

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