On the asymptotic behaviour of first passage times for transient random walk
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Statistics and Probability,Analysis
Link
https://link.springer.com/content/pdf/10.1007/BF00319553.pdf
Reference9 articles.
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3. Chover, J., Ney, P., Wainger, S.: Functions of probability measures. J. Anal. Math.26, 255–302 (1973)
4. Embrechts, P., Hawkes, J.: A limit theorem for the tails of discrete infinitely divisible laws with applications to fluctuation theory. J. Aust. Math. Soc., Ser. A32, 412–422 (1982)
5. Emery, D.J.: Limiting behaviour of the distributions of the maxima of partial sums of certain random walks. J. Appl. Probab.9, 572–579 (1972)
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