The uniform local asymptotics of the overshoot of a random walk with heavy-tailed increments

Stochastic Models

Volumn 25, Issue 3, 2009, Pages 508-521

  Chen, Guochun ^a   Wang, Yuebao ^a   Cheng, Fengyang ^a  

^a SOOCHOW UNIVERSITY   (China)

Author keywords

Local subexponential classes; Overshoot; Random walk; Uniform local asymptotics

Indexed keywords

ASYMPTOTICS; HEAVY-TAILED; LOCAL SUBEXPONENTIAL CLASSES; OVERSHOOT; RANDOM WALK; UNIFIED FORM; UNIFORM LOCAL ASYMPTOTICS;

ASYMPTOTIC ANALYSIS;

EID: 70350700207     PISSN: 15326349     EISSN: 15324214     Source Type: Journal    
DOI: 10.1080/15326340903088859     Document Type: Article

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