Tail asymptotics for the area under the excursion of a random walk with heavy-tailed increments
- Location
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Deutsche Nationalbibliothek Frankfurt am Main
- Extent
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Online-Ressource
- Language
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Englisch
- Bibliographic citation
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In: Journal of Applied Probability, 58, 1, S. 217-237
- Classification
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Mathematik
- Event
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Veröffentlichung
- (where)
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Augsburg
- (who)
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Universität Augsburg
- (when)
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2021
- Event
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Veröffentlichung
- (who)
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Cambridge University Press
- (when)
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2021
- Creator
- DOI
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10.1017/jpr.2020.85
- URN
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urn:nbn:de:bvb:384-opus4-594004
- Rights
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Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
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14.08.2025, 11:00 AM CEST
Data provider
This object is provided by:
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Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Associated
- Denisov, Denis
- Perfilev, Elena
- Wachtel, Vitali
- Universität Augsburg
- Cambridge University Press
Time of origin
- 2021
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Martingale approach to subexponential asymptotics for random walks
Local asymptotics for the area of random walk excursions
An exact asymptotics for the moment of crossing a curved boundary by an asymptotically stable random walk
Local asymptotics for the area of random walk excursions
First-passage time asymptotics over moving boundaries for random walk bridges
Potential analysis for positive recurrent Markov chains with asymptotically zero drift: power-type asymptotics
Local limit theorem for the maximum of asymptotically stable random walks
Limit theorems for probabilities of large deviations of a critical Galton–Watson process having power tails
Transition phenomena for ladder epochs of random walks with small negative drift
Tail asymptotics for the supercritical Galton-Watson process in the heavy-tailed case
Local asymptotics for the area under the random walk excursion
On the left tail asymptotics for the limit law of supercritical Galton–Watson processes in the Böttcher case
Martingale approach to subexponential asymptotics for random walks
Local asymptotics for the area of random walk excursions
An exact asymptotics for the moment of crossing a curved boundary by an asymptotically stable random walk
Local asymptotics for the area of random walk excursions
First-passage time asymptotics over moving boundaries for random walk bridges
Potential analysis for positive recurrent Markov chains with asymptotically zero drift: power-type asymptotics
Local limit theorem for the maximum of asymptotically stable random walks
Limit theorems for probabilities of large deviations of a critical Galton–Watson process having power tails
Transition phenomena for ladder epochs of random walks with small negative drift
Tail asymptotics for the supercritical Galton-Watson process in the heavy-tailed case
Local asymptotics for the area under the random walk excursion
On the left tail asymptotics for the limit law of supercritical Galton–Watson processes in the Böttcher case
Martingale approach to subexponential asymptotics for random walks
Local asymptotics for the area of random walk excursions
An exact asymptotics for the moment of crossing a curved boundary by an asymptotically stable random walk
Local asymptotics for the area of random walk excursions
First-passage time asymptotics over moving boundaries for random walk bridges
Potential analysis for positive recurrent Markov chains with asymptotically zero drift: power-type asymptotics
Local limit theorem for the maximum of asymptotically stable random walks
Limit theorems for probabilities of large deviations of a critical Galton–Watson process having power tails