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
Number of pages16
Publication statusPublished - 2002

Publication series

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

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