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Theory of Stochastic Processes, 2016, Volume 21(37), Issue 1, Pages 12–16 (Mi thsp116)  
Tail behavior of suprema of perturbed random walks

Alexander Iksanov, Serguei Polotskiy

Faculty of Cybernetics, Taras Shevchenko National University of Kyiv, Kyiv-01601, Ukraine
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Abstract: We prove a lattice version of Goldie's result on tail behavior of suprema of perturbed random walks.
Keywords: Perturbed random walk; supremum; tail behavior.
Bibliographic databases:
Document Type: Article
MSC: Primary 60G50; Secondary 60K05
Language: English
Citation: Alexander Iksanov, Serguei Polotskiy, “Tail behavior of suprema of perturbed random walks”, Theory Stoch. Process., 21(37):1 (2016), 12–16
Citation in format AMSBIB
\Bibitem{Pol16}
\by Alexander~Iksanov, Serguei~Polotskiy
\paper Tail behavior of suprema of perturbed random walks
\jour Theory Stoch. Process.
\yr 2016
\vol 21(37)
\issue 1
\pages 12--16
\mathnet{http://mi.mathnet.ru/thsp116}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=3571408}
\zmath{https://zbmath.org/?q=an:1363.60068}
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