Exact asymptotic behaviour of the distribution of the supremum-Reference-Cited by-同舟云学术

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Exact asymptotic behaviour of the distribution of the supremum

Published:2001-04 Issue:3 Volume:52 Page:301-311
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

Reference12 articles.

1. Some asymptotic results for transient random walks;Bertoin;J. Appl. Probab.,1996

2. Stochastic Processes in Queueing Theory;Borovkov,1976

3. Degeneracy properties of subcritical branching processes;Chover;Ann. Probab.,1973

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

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

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Exponential tail estimates in the law of ordinary logarithm (LOL) for triangular arrays of random variables;Lithuanian Mathematical Journal;2020-05-02

2. Exact asymptotic expansions for solutions of multi-dimensional renewal equations;Izvestiya: Mathematics;2006-04-30

3. On the exact asymptotic behaviour of the distribution of the supremum in the “critical” case;Statistics & Probability Letters;2001-10

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