On extrema of integer-valued processes, defined by sums of a random number of addenda

DOI10.1515/ROSE.1995.3.1.87zbMath0826.60041OpenAlexW2092838527MaRDI QIDQ4840865

A. M. Rozumenko, Dmytro Gusak

Publication date: 9 August 1995

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rose.1995.3.1.87

zbMATH Keywords

compound Poisson processdistributions of boundary functionals

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Sums of independent random variables; random walks (60G50) Renewal theory (60K05)

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