Pages that link to "Item:Q4877466"

The following pages link to Some asymptotic results for transient random walks (Q4877466):

Displaying 49 items.

• The first passage time problem over a moving boundary for asymptotically stable Lévy processes (Q325889) (← links)
• Some discussions on the local distribution classes (Q383924) (← links)
• Estimates for the overshoot of a random walk with negative drift and non-convolution equivalent increments (Q386279) (← links)
• Exponentiality of first passage times of continuous time Markov chains (Q404917) (← links)
• Some properties of the exponential distribution class with applications to risk theory (Q457627) (← links)
• On the limit law of a random walk conditioned to reach a high level (Q550133) (← links)
• A Lévy input model with additional state-dependent services (Q550165) (← links)
• Random walks with non-convolution equivalent increments and their applications (Q601305) (← links)
• Local subexponentiality and self-decomposability (Q616260) (← links)
• Quasi-stationary distributions for Lévy processes (Q850763) (← links)
• On the exact asymptotics for the stationary sojourn time distribution in a tandem of queues with light-tailed service times (Q941885) (← links)
• Convolution equivalence and distributions of random sums (Q946482) (← links)
• Some new equivalent conditions on asymptotics and local asymptotics for random sums and their applications (Q995501) (← links)
• Ruin probability and local ruin probability in the random multi-delayed renewal risk model (Q1007342) (← links)
• On the asymptotic behaviour of first passage times for transient random walk (Q1102039) (← links)
• Suprema and sojourn times of Lévy processes with exponential tails (Q1275930) (← links)
• Asymptotics of convolution with the semi-regular-variation tail and its application to risk (Q1633430) (← links)
• Cramér's estimate for the reflected process revisited (Q1634182) (← links)
• The local asymptotic estimation for the supremum of a random walk with generalized strong subexponential summands (Q1706462) (← links)
• Yaglom limit for stable processes in cones (Q1748912) (← links)
• Ruin probabilities and overshoots for general Lévy insurance risk processes (Q1769411) (← links)
• Functionals of infinitely divisible stochastic processes with exponential tails (Q1890697) (← links)
• Estimates for the tail probability of the supremum of a random walk with independent increments (Q1938738) (← links)
• On distribution tail of the maximum of a random walk (Q1965887) (← links)
• Maximum on a random time interval of a random walk with infinite mean (Q2052793) (← links)
• Some positive conclusions related to the Embrechts-Goldie conjecture (Q2071597) (← links)
• A lifetime of excursions through random walks and Lévy processes (Q2080138) (← links)
• Embrechts-Goldie's problem on the class of lattice convolution equivalent distributions (Q2100011) (← links)
• On the closure under infinitely divisible distribution roots (Q2142457) (← links)
• Speed of convergence to the quasi-stationary distribution for Lévy input fluid queues (Q2220361) (← links)
• Tail behavior of supremum of a random walk when Cramér's condition fails (Q2259115) (← links)
• The closure of the convolution equivalent distribution class under convolution roots with applications to random sums (Q2267629) (← links)
• Large deviations of sojourn times in processor sharing queues (Q2494550) (← links)
• Markov Chains Conditioned Never to Wait Too Long at the Origin (Q3182433) (← links)
• (Q3322963) (← links)
• Tail Asymptotics for a Random Sign Lindley Recursion (Q3550989) (← links)
• Transition phenomena for ladder epochs of random walks with small negative drift (Q3558944) (← links)
• Discrete time ruin probability with Parisian delay (Q4577208) (← links)
• Transient Phenomena in a Random Walk (Q4830832) (← links)
• Asymptotics for the First Passage Times of Lévy Processes and Random Walks (Q4918563) (← links)
• The Uniform Asymptotics of the Overshoot of a Random Walk with Light-Tailed Increments (Q4921642) (← links)
• A Characterisation of Transient Random Walks on Stochastic Matrices with Dirichlet Distributed Limits (Q5169743) (← links)
• On the Asymptotics of the Ruin Probability (Q5252479) (← links)
• Asymptotics for the moments of the overshoot and undershoot of a random walk (Q5320661) (← links)
• Applications of factorization embeddings for Lévy processes (Q5395359) (← links)
• Tail Asymptotics of the Supremum of a Regenerative Process (Q5443736) (← links)
• Exact asymptotic behaviour of the distribution of the supremum (Q5937053) (← links)
• On the exact asymptotic behaviour of the distribution of the supremum in the ``critical'' case (Q5953877) (← links)
• Strong transience for one-dimensional Markov chains with asymptotically zero drifts (Q6123259) (← links)