A local limit theorem for random walk maxima with heavy tails
Søren Asmussen, Vladimir Kalashnikov, Dimitrios Konstantinides, Claudia Klüppelberg, Gurami TsitsiashviliVolume:
56
Year:
2002
Language:
english
DOI:
10.1016/s0167-7152(02)00033-0
File:
PDF, 104 KB
english, 2002