The Uniform Asymptotics of the Overshoot of a Random Walk with Light-Tailed Increments
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Publication:4921642
DOI10.1080/03610926.2011.585010zbMath1272.60025OpenAlexW1975596888MaRDI QIDQ4921642
Publication date: 13 May 2013
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2011.585010
Processes with independent increments; Lévy processes (60G51) Sums of independent random variables; random walks (60G50)
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Cites Work
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