6 results
Tail asymptotics for the area under the excursion of a random walk with heavy-tailed increments
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- 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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Multi-type subcritical branching processes in a random environment
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- Journal:
- Advances in Applied Probability / Volume 50 / Issue A / December 2018
- Published online by Cambridge University Press:
- 01 February 2019, pp. 281-289
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- December 2018
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Local asymptotics for the area under the random walk excursion
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- Advances in Applied Probability / Volume 50 / Issue 2 / June 2018
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- 26 July 2018, pp. 600-620
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- June 2018
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First-passage time asymptotics over moving boundaries for random walk bridges
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- Journal of Applied Probability / Volume 55 / Issue 2 / June 2018
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- 26 July 2018, pp. 627-651
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- June 2018
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Upper Bounds for the Maximum of a Random Walk with Negative Drift
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- Journal of Applied Probability / Volume 50 / Issue 4 / December 2013
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- 30 January 2018, pp. 1131-1146
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- December 2013
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Transition phenomena for ladder epochs of random walks with small negative drift
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- Journal:
- Advances in Applied Probability / Volume 41 / Issue 4 / December 2009
- Published online by Cambridge University Press:
- 01 July 2016, pp. 1189-1214
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- December 2009
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