Exact asymptotic behaviour of the distribution of the supremum

DOI10.1016/S0167-7152(00)00229-7zbMath0990.60051MaRDI QIDQ5937053

Mikhail S. Sgibnev

Publication date: 11 August 2002

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

zbMATH Keywords

Banach algebrarandom walkmaximumtail behaviour

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Laplace transform (44A10) Commutative Banach algebras and commutative topological algebras (46J99)

Related Items (2)

Exponential tail estimates in the law of ordinary logarithm (LOL) for triangular arrays of random variables ⋮ On the exact asymptotic behaviour of the distribution of the supremum in the ``critical case

Cites Work

• Banach algebras of measures of class S(\(\gamma\) )
• On convolution tails
• Asymptotic behaviour of Wiener-Hopf factors of a random walk
• Degeneracy properties of subcritical branching processes
• Equivalence of two conditions on singular components
• Banach algebras of measures on the real line with a given asymptotics of distributions at infinity
• Some asymptotic results for transient random walks
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