Submultiplicative moments of the supremum of a random walk with negative drift
type: Item
instance of: scholarly article
title: Submultiplicative moments of the supremum of a random walk with negative drift
zbMATH Open document ID: 0903.60055
DOI: 10.1016/S0167-7152(96)00097-1
published in: Statistics \& Probability Letters
publication date: 1999-01-05T00:00:00Z
Mathematics Subject Classification ID: 60G50
Mathematics Subject Classification ID: 60J57
zbMATH DE Number: 1125639
zbMATH Keywords: random walk
zbMATH Keywords: Wiener-Hopf factorization
zbMATH Keywords: infinite divisibility
author: M. S. Sgibnev
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1125639