Local asymptotics of the cycle maximum of a heavy-tailed random walk

Denis Denisov, Vsevolod Shneer

Research output: Contribution to journalArticle

8 Citations (Scopus)
Original languageEnglish
Pages (from-to)221-244
Number of pages24
JournalAdvances in Applied Probability
Volume39
Issue number1
DOIs
Publication statusPublished - Mar 2007

Keywords

  • Busy cycle
  • Heavy-tailed distribution
  • Random walk
  • Stopping time
  • Subexponential distribution

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