4 results
A necessary and sufficient condition for the subexponentiality of the product convolution
- Part of
-
- Journal:
- Advances in Applied Probability / Volume 50 / Issue 1 / March 2018
- Published online by Cambridge University Press:
- 20 March 2018, pp. 57-73
- Print publication:
- March 2018
-
- Article
- Export citation
Asymptotics for the moments of the overshoot and undershoot of a random walk
- Part of
-
- Journal:
- Advances in Applied Probability / Volume 41 / Issue 2 / June 2009
- Published online by Cambridge University Press:
- 01 July 2016, pp. 469-494
- Print publication:
- June 2009
-
- Article
-
- You have access
- Export citation
Asymptotics of the density of the supremum of a random walk with heavy-tailed increments
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 43 / Issue 3 / September 2006
- Published online by Cambridge University Press:
- 14 July 2016, pp. 874-879
- Print publication:
- September 2006
-
- Article
-
- You have access
- Export citation
The closure of a local subexponential distribution class under convolution roots, with applications to the compound Poisson process
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 42 / Issue 4 / December 2005
- Published online by Cambridge University Press:
- 14 July 2016, pp. 1194-1203
- Print publication:
- December 2005
-
- Article
-
- You have access
- Export citation