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- W2002920102 abstract "Under some relaxed conditions, in this paper we obtain some equivalent conditions on the asymptotics of the density of the supremum of a random walk with heavy-tailed increments. To do this, we investigate the asymptotics of the first ascending ladder height of a random walk with heavy-tailed increments. The results obtained improve and extend the corresponding classical results." @default.
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- W2002920102 date "2006-09-01" @default.
- W2002920102 modified "2023-09-26" @default.
- W2002920102 title "Asymptotics of the density of the supremum of a random walk with heavy-tailed increments" @default.
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- W2002920102 doi "https://doi.org/10.1239/jap/1158784953" @default.
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