On the exact distributional asymptotics for the supremum of a random walk with increments in a class of light-tailed distributions Full article
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Siberian Mathematical Journal
ISSN: 0037-4466 , E-ISSN: 1573-9260 |
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| Output data | Year: 2006, Volume: 47, Number: 6, Pages: 1034 - 1041 Pages count : 8 DOI: 10.1007/s11202-006-0112-8 | ||||
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Cite:
Zachary S.
, Foss S.
On the exact distributional asymptotics for the supremum of a random walk with increments in a class of light-tailed distributions
Siberian Mathematical Journal. 2006. V.47. N6. P.1034 - 1041. DOI: 10.1007/s11202-006-0112-8 WOS Scopus OpenAlex
On the exact distributional asymptotics for the supremum of a random walk with increments in a class of light-tailed distributions
Siberian Mathematical Journal. 2006. V.47. N6. P.1034 - 1041. DOI: 10.1007/s11202-006-0112-8 WOS Scopus OpenAlex
Identifiers:
| Web of science: | WOS:000243454700005 |
| Scopus: | 2-s2.0-33845504874 |
| OpenAlex: | W2060668109 |