The probability of exceeding a high boudary on a random time interval for a heavy-tailed random walk

Serguei Foss, Z. Palmowski, Stanley Zachary

Research output: Contribution to journalArticle

Original languageEnglish
Pages (from-to)1936-1957
Number of pages22
JournalAnnals of Applied Probability
Volume15
Issue number3
Publication statusPublished - 2005

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