Tail asymptotics for the area under the excursion of a random walk with heavy-tailed increments
Denisov D, Perfilev E, Wachtel V (2021)
J. Appl. Probab. 58(1): 217-237.
Zeitschriftenaufsatz | Englisch
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Autor*in
Denisov, Denis;
Perfilev, Elena;
Wachtel, VitaliUniBi
Einrichtung
Erscheinungsjahr
2021
Zeitschriftentitel
J. Appl. Probab.
Band
58
Ausgabe
1
Seite(n)
217-237
ISSN
0021-9002
Page URI
https://pub.uni-bielefeld.de/record/2980576
Zitieren
Denisov D, Perfilev E, Wachtel V. Tail asymptotics for the area under the excursion of a random walk with heavy-tailed increments. J. Appl. Probab. 2021;58(1):217-237.
Denisov, D., Perfilev, E., & Wachtel, V. (2021). Tail asymptotics for the area under the excursion of a random walk with heavy-tailed increments. J. Appl. Probab., 58(1), 217-237. https://doi.org/10.1017/jpr.2020.85
Denisov, Denis, Perfilev, Elena, and Wachtel, Vitali. 2021. “Tail asymptotics for the area under the excursion of a random walk with heavy-tailed increments”. J. Appl. Probab. 58 (1): 217-237.
Denisov, D., Perfilev, E., and Wachtel, V. (2021). Tail asymptotics for the area under the excursion of a random walk with heavy-tailed increments. J. Appl. Probab. 58, 217-237.
Denisov, D., Perfilev, E., & Wachtel, V., 2021. Tail asymptotics for the area under the excursion of a random walk with heavy-tailed increments. J. Appl. Probab., 58(1), p 217-237.
D. Denisov, E. Perfilev, and V. Wachtel, “Tail asymptotics for the area under the excursion of a random walk with heavy-tailed increments”, J. Appl. Probab., vol. 58, 2021, pp. 217-237.
Denisov, D., Perfilev, E., Wachtel, V.: Tail asymptotics for the area under the excursion of a random walk with heavy-tailed increments. J. Appl. Probab. 58, 217-237 (2021).
Denisov, Denis, Perfilev, Elena, and Wachtel, Vitali. “Tail asymptotics for the area under the excursion of a random walk with heavy-tailed increments”. J. Appl. Probab. 58.1 (2021): 217-237.
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