Asymptotics for the maximum of a modulated random walk with heavy-tailed increments

Serguei Foss, Stanley Zachary

Research output: Chapter in Book/Report/Conference proceedingChapter (peer-reviewed)peer-review

Original languageEnglish
Title of host publicationAnalytic Methods in Applied Probability: In Memory of Fridrikh Karpelevich
PublisherAmerican Mathematical Society
Chapter3
Pages37-52
Number of pages16
Volume207
ISBN (Print) 9780821833063, 0821833065
Publication statusPublished - 1 Jan 2002

Publication series

NameAmerican Mathematical Society Translations
PublisherAmerican Mathematical Society
Volume207
ISSN (Print)0065-9290

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