A local limit theorem for random walk maxima with heavy tails

Statistics and Probability Letters

Volumn 56, Issue 4, 2002, Pages 399-404

  Asmussen, Søren ^a   Kalashnikov, Vladimir ^b   Konstantinides, Dimitrios ^c   Klüppelberg, Claudia ^d   Tsitsiashvili, Gurami ^e  

^a LUND UNIVERSITY   (Sweden)

^b UNIVERSITY OF COPENHAGEN   (Denmark)

^c UNIVERSITY OF THE AEGEAN   (Greece)

^d TECHNICAL UNIVERSITY OF MUNICH   (Germany)

^e INSTITUTE OF APPLIED MATHEMATICS   (Russian Federation)

Author keywords

Integrated tail; Ladder height; Subexponential distribution

Indexed keywords

EID: 0037082552     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-7152(02)00033-0     Document Type: Article

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