Moments of the first descending epoch for a random walk with negative drift

Author:

Foss Sergey,Prasolov Timofei

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference6 articles.

1. Asymptotic Methods in Queueing Theory;Borovkov,1984

2. On the existence of a regularly varying majorant of an integrable monotone function;Denisov;Math. Notes,2006

3. An Introduction To Heavy-Tailed and Subexponential Distributions;Foss,2011

4. The maximum on a random time interval of a random walk with long-tailed increments and negative drift;Foss;Ann. Appl. Probab.,2003

5. Stopped Random Walks: Limit Theorems and Applications;Gut,2009

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