The Uniform Local Asymptotics of the Overshoot of a Random Walk with Heavy-Tailed Increments

Author: Chen Guochun   Wang Yuebao   Cheng Fengyang  

Publisher: Taylor & Francis Ltd

ISSN: 1532-6349

Source: Stochastic Models, Vol.25, Iss.3, 2009-07, pp. : 508-521

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Abstract