On the exact distributional asymptotics for the supremum of a random walk with increments in a class of light-tailed distributions

Author: Zachary S.   Foss S.  

Publisher: Springer Publishing Company

ISSN: 0037-4466

Source: Siberian Mathematical Journal, Vol.47, Iss.6, 2006-11, pp. : 1034-1041

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Abstract