On the asymptotic of the maximal weighted increment of a random walk with regularly varying jumps: the boundary case

DOI10.1214/21-EJP691zbMath1481.60088OpenAlexW3204019287MaRDI QIDQ2243910

Charles Suquet, Alfredas Račkauskas

Publication date: 11 November 2021

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

Full work available at URL: https://doi.org/10.1214/21-ejp691

zbMATH Keywords

random walkmaximal incrementregularly varying random variables

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Sums of independent random variables; random walks (60G50)

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