A local limit theorem for random walk maxima with heavy tails
type: Item
instance of: scholarly article
title: A local limit theorem for random walk maxima with heavy tails
zbMATH Open document ID: 0997.60047
DOI: 10.1016/S0167-7152(02)00033-0
author: Claudia Klüppelberg
author: Søren Asmussen
author: Vladimir Kalashnikov
author: Dimitrios G. Konstantinides
author: G. Sh. Tsitsiashvili
published in: Statistics \& Probability Letters
publication date: 2002-09-05T00:00:00Z
Mathematics Subject Classification ID: 60G50
zbMATH DE Number: 1796701
zbMATH Keywords: integrated tail
zbMATH Keywords: ladder height
zbMATH Keywords: subexponential distribution
MaRDI profile type: Publication
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full work available at URL: s0167-7152(02)00033-0
OpenAlex ID: W2083324131
description: scientific article; zbMATH DE number 1796701