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Subexponential densities of compound Poisson sums and the supremum of a random walk - MaRDI portal

Subexponential densities of compound Poisson sums and the supremum of a random walk

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Publication:6333796

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DOI10.1215/21562261-2022-0041zbMath1512.60010arXiv2001.11362MaRDI QIDQ6333796

Takaaki Shimura, Toshiro Watanabe

Publication date: 28 January 2020

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Sums of independent random variables; random walks (60G50)

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