On the local behaviour of ladder height distributions
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Publication:4322033
DOI10.2307/3215158zbMath0815.60065OpenAlexW2329238138MaRDI QIDQ4322033
Ronald Arthur Doney, Jean Bertoin
Publication date: 30 June 1995
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3215158
local subexponentialityladder height in a random walklocal asymptotic behavior of the maximumlocal regular variation
Extreme value theory; extremal stochastic processes (60G70) Sums of independent random variables; random walks (60G50) Probability distributions: general theory (60E05)
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