Second order approximation for distribution of maximum of random walk with negative drift and infinite variance
Teoriâ veroâtnostej i ee primeneniâ, Tome 59 (2014) no. 1, pp. 5-27
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@article{TVP_2014_59_1_a1,
author = {A. A. Borovkov},
title = {Second order approximation for distribution of maximum of random walk with negative drift and infinite variance},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {5--27},
publisher = {mathdoc},
volume = {59},
number = {1},
year = {2014},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_2014_59_1_a1/}
}
TY - JOUR AU - A. A. Borovkov TI - Second order approximation for distribution of maximum of random walk with negative drift and infinite variance JO - Teoriâ veroâtnostej i ee primeneniâ PY - 2014 SP - 5 EP - 27 VL - 59 IS - 1 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/TVP_2014_59_1_a1/ LA - ru ID - TVP_2014_59_1_a1 ER -
%0 Journal Article %A A. A. Borovkov %T Second order approximation for distribution of maximum of random walk with negative drift and infinite variance %J Teoriâ veroâtnostej i ee primeneniâ %D 2014 %P 5-27 %V 59 %N 1 %I mathdoc %U http://geodesic.mathdoc.fr/item/TVP_2014_59_1_a1/ %G ru %F TVP_2014_59_1_a1
A. A. Borovkov. Second order approximation for distribution of maximum of random walk with negative drift and infinite variance. Teoriâ veroâtnostej i ee primeneniâ, Tome 59 (2014) no. 1, pp. 5-27. http://geodesic.mathdoc.fr/item/TVP_2014_59_1_a1/