On the exact asymptotic behaviour of the distribution of the supremum in the ``critical case

DOI10.1016/S0167-7152(01)00018-9zbMath1001.60037OpenAlexW2092443451MaRDI QIDQ5953877

Mikhail S. Sgibnev

Publication date: 15 December 2002

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

Full work available at URL: https://doi.org/10.1016/s0167-7152(01)00018-9

zbMATH Keywords

random walkmaximumtail behaviour

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15)

Cites Work

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• On convolution tails
• Asymptotic behaviour of Wiener-Hopf factors of a random walk
• Degeneracy properties of subcritical branching processes
• Banach algebras of measures on the real line with a given asymptotics of distributions at infinity
• Some asymptotic results for transient random walks
• Exact asymptotic behaviour of the distribution of the supremum

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