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

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

Original language	English
Title of host publication	Analytic Methods in Applied Probability: In Memory of Fridrikh Karpelevich
Pages	37-52
Number of pages	16
Volume	207
Publication status	Published - 2002

Name	American Mathematical Society Translations: Series 2
ISSN (Print)	0065-9290

Cite this

@inbook{ad4dfa3fc9b64245a7285ba131be968c,

title = "Asymptotics for the maximum of a modulated random walk with heavy-tailed increments",

author = "Serguei Foss and Stanley Zachary",

year = "2002",

language = "English",

isbn = " 978-0-8218-3306-3",

volume = "207",

series = "American Mathematical Society Translations: Series 2",

pages = "37--52",

booktitle = "Analytic Methods in Applied Probability: In Memory of Fridrikh Karpelevich",

}

Asymptotics for the maximum of a modulated random walk with heavy-tailed increments. / Foss, Serguei; Zachary, Stanley.
Analytic Methods in Applied Probability: In Memory of Fridrikh Karpelevich. Vol. 207 2002. p. 37-52 (American Mathematical Society Translations: Series 2).

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

TY - CHAP

T1 - Asymptotics for the maximum of a modulated random walk with heavy-tailed increments

AU - Foss, Serguei

AU - Zachary, Stanley

PY - 2002

Y1 - 2002

M3 - Chapter (peer-reviewed)

SN - 978-0-8218-3306-3

VL - 207

T3 - American Mathematical Society Translations: Series 2

SP - 37

EP - 52

BT - Analytic Methods in Applied Probability: In Memory of Fridrikh Karpelevich

ER -