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"Tail asymptotics for the area under the excursion of a random walk with ..."

Denis Denisov, Elena Perfilev, Vitali Wachtel (2021)

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DOI: 10.1017/JPR.2020.85

access: closed

type: Journal Article

metadata version: 2021-03-23

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Denis Denisov, Elena Perfilev, Vitali Wachtel:
Tail asymptotics for the area under the excursion of a random walk with heavy-tailed increments. J. Appl. Probab. 58(1): 217-237 (2021)

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