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- W4251978451 abstract "We consider a real-valued random walk S which drifts to –∞ and is such that E (exp θS 1 ) < ∞ for some θ > 0, but for which Cramér's condition fails. We investigate the asymptotic tail behaviour of the distributions of the all time maximum, the upwards and downwards first passage times and the last passage times. As an application, we obtain new limit theorems for certain conditional laws." @default.
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- W4251978451 date "1996-03-01" @default.
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- W4251978451 title "Some asymptotic results for transient random walks" @default.
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- W4251978451 doi "https://doi.org/10.1017/s0001867800027336" @default.
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