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Vestnik Novosibirskogo Gosudarstvennogo Universiteta. Seriya Matematika, Mekhanika, Informatika, 2008, Volume 8, Issue 1, Pages 51–58 (Mi vngu279)  
On the asymptotics of moments for the supremum of a trajectory for random walks with small drift

V. I. Lotov

Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences, Novosibirsk
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Abstract: Under Cramér-type conditions, we obtain four terms of asymptotic expansions for the first two moments for the supremum of a trajectory for random walk whose drift vanishes.
Received: 15.06.2007
Document Type: Article
UDC: 519.21
Language: Russian
Citation: V. I. Lotov, “On the asymptotics of moments for the supremum of a trajectory for random walks with small drift”, Vestn. Novosib. Gos. Univ., Ser. Mat. Mekh. Inform., 8:1 (2008), 51–58
Citation in format AMSBIB
\Bibitem{Lot08}
\by V.~I.~Lotov
\paper On the asymptotics of moments for the supremum of a trajectory for random walks with small drift
\jour Vestn. Novosib. Gos. Univ., Ser. Mat. Mekh. Inform.
\yr 2008
\vol 8
\issue 1
\pages 51--58
\mathnet{http://mi.mathnet.ru/vngu279}
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