Citation: Denisov, Denis et Shneer, Vsevolod, Local asymptotics of the cycle maximum of a heavy-tailed random walk, Advances in applied probability , 39(1), 2007, pp. 221-244
Authors:
Denisov, Denis
Sakhanenko, Alexander
Wachtel, Vitali
Citation: Denisov, Denis et al., First-passage times for random walks with nonidentically distributed increments, Annals of probability (Online) , 46(6), 2018, pp. 3313-3350