Submultiplicative moments of the supremum of a random walk with negative drift-Reference-Cited by-同舟云学术

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Submultiplicative moments of the supremum of a random walk with negative drift

Published:1997-04 Issue:4 Volume:32 Page:377-383
ISSN:0167-7152
Container-title:Statistics & Probability Letters
language:en
Short-container-title:Statistics & Probability Letters

Author:

Sgibnev M.S.

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference11 articles.

1. On generalized renewal measures and certain first passage times;Alsmeyer;Ann. Probab.,1992

2. Stochastic Processes in Queueing Theory;Borovkov,1976

3. On convolution tails;Embrechts;Stochastic Process. Appl.,1982

4. An Introduction to Probability Theory and Its Applications II;Feller,1966

5. Commutative Normed Rings;Gelfand,1964

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