A note on the maximum of a random walk

DOI10.1016/0167-7152(94)00117-QzbMath0826.60058OpenAlexW2091736057MaRDI QIDQ1892953

Wolfgang Stadje

Publication date: 22 November 1995

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(94)00117-q

zbMATH Keywords

random walkmaximum of successive sums

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50)

Related Items (1)

On distribution tail of the maximum of a random walk

Cites Work

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• Extreme Values in the GI/G/1 Queue

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