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.@article{ad97ce76874048aab44400ada5a268e3,

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.

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.