| Original language | English |
|---|---|
| Pages (from-to) | 37-53 |
| Number of pages | 17 |
| Journal | Annals of Applied Probability |
| Volume | 13 |
| Issue number | 1 |
| Publication status | Published - 2003 |
Cite this
Foss, S., & Zachary, S. (2003). The maximum on a random time interval of a random walk with long-tailed indrements and negative drift. Annals of Applied Probability, 13(1), 37-53.
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title = "The maximum on a random time interval of a random walk with long-tailed indrements and negative drift",
author = "Serguei Foss and Stanley Zachary",
year = "2003",
language = "English",
volume = "13",
pages = "37--53",
journal = "Annals of Applied Probability",
issn = "1050-5164",
publisher = "Institute of Mathematical Statistics",
number = "1",
}
Foss, S & Zachary, S 2003, 'The maximum on a random time interval of a random walk with long-tailed indrements and negative drift', Annals of Applied Probability, vol. 13, no. 1, pp. 37-53.
The maximum on a random time interval of a random walk with long-tailed indrements and negative drift. / Foss, Serguei; Zachary, Stanley.
In: Annals of Applied Probability, Vol. 13, No. 1, 2003, p. 37-53.Research output: Contribution to journal › Article
TY - JOUR
T1 - The maximum on a random time interval of a random walk with long-tailed indrements and negative drift
AU - Foss, Serguei
AU - Zachary, Stanley
PY - 2003
Y1 - 2003
M3 - Article
VL - 13
SP - 37
EP - 53
JO - Annals of Applied Probability
JF - Annals of Applied Probability
SN - 1050-5164
IS - 1
ER -
Foss S, Zachary S. The maximum on a random time interval of a random walk with long-tailed indrements and negative drift. Annals of Applied Probability. 2003;13(1):37-53.