Tail Asymptotics for the Supremum of a Random Walk when the Mean Is not Finite

Author: Denisov Denis   Foss Serguei   Korshunov Dima  

Publisher: Springer Publishing Company

ISSN: 0257-0130

Source: Queueing Systems, Vol.46, Iss.1-2, 2004-01, pp. : 15-33

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Abstract