Tail asymptotics for the area under the excursion of a random walk with heavy-tailed increments

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Location: Deutsche Nationalbibliothek Frankfurt am Main

Extent: Online-Ressource

Language: Englisch

Bibliographic citation: In: Journal of Applied Probability, 58, 1, S. 217-237

Classification: Mathematik

Event: Veröffentlichung

(where): Augsburg

(who): Universität Augsburg, Cambridge University Press

(when): 2021

Creator: Denisov, Denis
Perfilev, Elena
Wachtel, Vitali

DOI: 10.1017/jpr.2020.85

URN: urn:nbn:de:bvb:384-opus4-594004

Rights: Der Zugriff auf das Objekt ist unbeschränkt möglich.

Last update: 25.03.2025, 1:56 PM CET

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Denisov, Denis
Perfilev, Elena
Wachtel, Vitali
Universität Augsburg, Cambridge University Press

Time of origin

2021

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Asymptotics for associated random variables

High-dimensional asymptotics for random polytopes

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Martingale approach to subexponential asymptotics for random walks

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Asymptotics of r-to-p norms for random matrices

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Tail asymptotics for the area under the excursion of a random walk with heavy-tailed increments

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Other Objects (12)

Local asymptotics for the area under the random walk excursion

Tail asymptotics for the supercritical Galton-Watson process in the heavy-tailed case

Asymptotics for random moment sequences

Asymptotics for associated random variables

High-dimensional asymptotics for random polytopes

Large scale asymptotics for random convex hulls

Large random matrices: lectures on macroscopic asymptotics

Green kernel asymptotics for two-dimensional random walks under random conductances

Martingale approach to subexponential asymptotics for random walks

Local asymptotics for the area of random walk excursions

Local asymptotics for the area of random walk excursions

Asymptotics of r-to-p norms for random matrices

Local asymptotics for the area under the random walk excursion

Tail asymptotics for the supercritical Galton-Watson process in the heavy-tailed case

Asymptotics for random moment sequences

Asymptotics for associated random variables

High-dimensional asymptotics for random polytopes

Large scale asymptotics for random convex hulls

Large random matrices: lectures on macroscopic asymptotics

Green kernel asymptotics for two-dimensional random walks under random conductances

Martingale approach to subexponential asymptotics for random walks

Local asymptotics for the area of random walk excursions

Local asymptotics for the area of random walk excursions

Asymptotics of r-to-p norms for random matrices

Local asymptotics for the area under the random walk excursion

Tail asymptotics for the supercritical Galton-Watson process in the heavy-tailed case

Asymptotics for random moment sequences

Asymptotics for associated random variables

High-dimensional asymptotics for random polytopes

Large scale asymptotics for random convex hulls

Large random matrices: lectures on macroscopic asymptotics

Green kernel asymptotics for two-dimensional random walks under random conductances

Martingale approach to subexponential asymptotics for random walks

Local asymptotics for the area of random walk excursions

Local asymptotics for the area of random walk excursions

Asymptotics of r-to-p norms for random matrices

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