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This article is cited in 1 scientific paper (total in 1 paper)
Second order approximation for distribution of maximum of random walk with negative drift and infinite variance
A. A. Borovkov Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences, Novosibirsk
Received: 05.02.2013
Citation:
A. A. Borovkov, “Second order approximation for distribution of maximum of random walk with negative drift and infinite variance”, Teor. Veroyatnost. i Primenen., 59:1 (2014), 5–27; Theory Probab. Appl., 59:1 (2015), 3–22
Linking options:
https://www.mathnet.ru/eng/tvp4548https://doi.org/10.4213/tvp4548 https://www.mathnet.ru/eng/tvp/v59/i1/p5
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