A unified approach to the heavy-traffic analysis of the maximum of random walks

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	332-341
Number of pages	10
Journal	Theory of Probability and its Applications
Volume	55
Issue number	2
DOIs	https://doi.org/10.1137/S0040585X97984796
Publication status	Published - 2011

Access to Document

@article{cd43a3f242314658b93ad14b8c54bf29,

title = "A unified approach to the heavy-traffic analysis of the maximum of random walks",

author = "Vsevolod Shneer and Vitali Wachtel",

year = "2011",

doi = "10.1137/S0040585X97984796",

language = "English",

volume = "55",

pages = "332--341 ",

journal = "Theory of Probability and its Applications",

issn = "0040-585X",

publisher = "Society for Industrial and Applied Mathematics Publications",

number = "2",

}

TY - JOUR

T1 - A unified approach to the heavy-traffic analysis of the maximum of random walks

AU - Shneer, Vsevolod

AU - Wachtel, Vitali

PY - 2011

Y1 - 2011

U2 - 10.1137/S0040585X97984796

DO - 10.1137/S0040585X97984796

M3 - Article

SN - 0040-585X

VL - 55

SP - 332

EP - 341

JO - Theory of Probability and its Applications

JF - Theory of Probability and its Applications

IS - 2

ER -