The probability of exceeding a high boundary on a random time interval for a heavy-tailed random walk

Journal

Annals of Applied Probability
ISSN: 1050-5164

Output data

Year: 2005, Volume: 15, Number: 3, Pages: 1936 - 1957 Pages count : 22 DOI: 10.1214/105051605000000269

Authors

Foss S ^1,2,3 , Palmowski Z ^1,2,3 , Zachary S ^1,2,3

Affiliations

Foss S. , Palmowski Z. , Zachary S.
The probability of exceeding a high boundary on a random time interval for a heavy-tailed random walk
Annals of Applied Probability. 2005. V.15. N3. P.1936 - 1957. DOI: 10.1214/105051605000000269 WOS Scopus РИНЦ OpenAlex