A renewal theorem and supremum of a perturbed random walk

Damek, Ewa; Kolodziejek, Bartosz

Angol nyelvű Tudományos Szakcikk (Folyóiratcikk)
Megjelent: ELECTRONIC COMMUNICATIONS IN PROBABILITY 1083-589X 23 Paper: 82 , 13 p. 2018
  • SJR Scopus - Statistics and Probability: Q2
Azonosítók
Szakterületek:
    We study tails of the supremum of a perturbed random walk under regime which was not yet considered in the literature. Our approach is based on a new renewal theorem, which is of independent interest.
    Hivatkozás stílusok: IEEEACMAPAChicagoHarvardCSLMásolásNyomtatás
    2020-09-19 12:16