4 results
Tail asymptotics for the area under the excursion of a random walk with heavy-tailed increments
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- Journal:
- Journal of Applied Probability / Volume 58 / Issue 1 / March 2021
- Published online by Cambridge University Press:
- 25 February 2021, pp. 217-237
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- March 2021
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Asymptotics for the First Passage Times of Lévy Processes and Random Walks
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- Journal:
- Journal of Applied Probability / Volume 50 / Issue 1 / March 2013
- Published online by Cambridge University Press:
- 30 January 2018, pp. 64-84
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- March 2013
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On a Theorem of Breiman and a Class of Random Difference Equations
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- Journal:
- Journal of Applied Probability / Volume 44 / Issue 4 / December 2007
- Published online by Cambridge University Press:
- 14 July 2016, pp. 1031-1046
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- December 2007
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Local asymptotics of the cycle maximum of a heavy-tailed random walk
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- Journal:
- Advances in Applied Probability / Volume 39 / Issue 1 / March 2007
- Published online by Cambridge University Press:
- 01 July 2016, pp. 221-244
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- March 2007
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