Tail asymptotics for the supremum of a random walk when the mean is not finite

Journal

Queueing Systems
ISSN: 0257-0130 , E-ISSN: 1572-9443

Output data

Year: 2004, Volume: 46, Number: 1, Pages: 15 - 33 Pages count : 19 DOI: 10.1023/B:QUES.0000021140.87161.9c

Authors

Denisov D ¹ , Foss S ¹ , Korshunov D ¹

Affiliations

1	Department of Actuarial Mathematics and Statistics, School of Mathematical and Computer Siences, Heriot-Watt University, Edinburgh, EH14 4AS, Scotland

Denisov D. , Foss S. , Korshunov D.
Tail asymptotics for the supremum of a random walk when the mean is not finite
Queueing Systems. 2004. V.46. N1. P.15 - 33. DOI: 10.1023/B:QUES.0000021140.87161.9c WOS Scopus OpenAlex