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- W2356732336 abstract "Denisov D.et al.delivered a sufficient condition on tail asymptotics of the supremum of a random walk with a common infinite mean and a long-tailed distribution of the summands.This paper cancels the restriction on the long-tail property of the distribution of the summands,thus enlarges the scope of distributions to a wider class,which includes properly long-tailed distribution class and dominatedly varying distribution class etc.Meanwhile,it is proved that the above sufficient condition is also necessary.In doing so,the authors investigate the properties of this wider class and provide some sufficient conditions on the integrated weighted distribution of the summands to be long-tailed or subexponential.Correspondingly,the authors also give an equivalent condition on local asymptotics of the supremum of a random walk with an infinite mean of the summands." @default.
- W2356732336 created "2016-06-24" @default.
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- W2356732336 date "2009-01-01" @default.
- W2356732336 modified "2023-09-24" @default.
- W2356732336 title "Tail Asymptotics and Local Asymptotics for the Supremum of a Random Walk with an Infinite Mean" @default.
- W2356732336 hasPublicationYear "2009" @default.
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