On the asymptotics of moments for the supremum of a trajectory for random walks with small drift
    
    
  
  
  
      
      
      
        
Sibirskij žurnal čistoj i prikladnoj matematiki, Tome 8 (2008) no. 1, pp. 51-58
    
  
  
  
  
  
    
      
      
        
      
      
      
    Voir la notice de l'article provenant de la source Math-Net.Ru
            
              			Under Cramér-type conditions, we obtain four terms of asymptotic expansions for the first two moments for the supremum of a trajectory for random walk whose drift vanishes.
			
            
            
            
          
        
      @article{VNGU_2008_8_1_a4,
     author = {V. I. Lotov},
     title = {On the asymptotics of moments for the supremum of a trajectory for random walks with small drift},
     journal = {Sibirskij \v{z}urnal \v{c}istoj i prikladnoj matematiki},
     pages = {51--58},
     publisher = {mathdoc},
     volume = {8},
     number = {1},
     year = {2008},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/VNGU_2008_8_1_a4/}
}
                      
                      
                    TY - JOUR AU - V. I. Lotov TI - On the asymptotics of moments for the supremum of a trajectory for random walks with small drift JO - Sibirskij žurnal čistoj i prikladnoj matematiki PY - 2008 SP - 51 EP - 58 VL - 8 IS - 1 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/VNGU_2008_8_1_a4/ LA - ru ID - VNGU_2008_8_1_a4 ER -
%0 Journal Article %A V. I. Lotov %T On the asymptotics of moments for the supremum of a trajectory for random walks with small drift %J Sibirskij žurnal čistoj i prikladnoj matematiki %D 2008 %P 51-58 %V 8 %N 1 %I mathdoc %U http://geodesic.mathdoc.fr/item/VNGU_2008_8_1_a4/ %G ru %F VNGU_2008_8_1_a4
V. I. Lotov. On the asymptotics of moments for the supremum of a trajectory for random walks with small drift. Sibirskij žurnal čistoj i prikladnoj matematiki, Tome 8 (2008) no. 1, pp. 51-58. http://geodesic.mathdoc.fr/item/VNGU_2008_8_1_a4/
