Submultiplicative moments of the supremum of a random walk with negative drift

Statistics and Probability Letters

Volumn 32, Issue 4, 1997, Pages 377-383

  Sgibnev, M S ^a  

^a SOBOLEV INSTITUTE OF MATHEMATICS   (Russian Federation)

Author keywords

Banach algebras; First positive sum; Infinite divisibility; Moments; Random walk; Submultiplicative functions; Supremum; Wiener Hopf factorization

Indexed keywords

EID: 0031116186     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0167-7152(96)00097-1     Document Type: Article

References (11)

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