Approximation of the Distribution of the Supremum of a Centered Random Walk. Application to the Local Score

By Etienne M. P.   Vallois P.  

Methodology And Computing In Applied Probability, Vol. 6, Iss. 3, 2004-09 ,pp. : 255-275

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

By Zachary S.   Foss S.  

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

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Asymptotics of the Stationary Distribution of an Oscillating Random Walk

By Kim D. K.   Lotov V. I.  

Siberian Mathematical Journal, Vol. 45, Iss. 5, 2004-09 ,pp. : 915-930

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Inequalities for the Moments and Distribution of the Ladder Height of a Random Walk

By Lotov V.I.  

Siberian Mathematical Journal, Vol. 43, Iss. 4, 2002-07 ,pp. : 655-660

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On the supremum of some random Dirichlet polynomials

By Lifshits M.   Weber M.  

Acta Mathematica Hungarica, Vol. 123, Iss. 1-2, 2009-04 ,pp. : 41-64

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