On the exact distributional asymptotics for the supremum of a random walk with increments in a class of light-tailed distribution.
Zachary, Stan ; Foss, S.G.
Sibirskij Matematicheskij Zhurnal, Tome 47 (2006), p. 1265-1274 / Harvested from The Electronic Library of Mathematics
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Publié le : 2006-01-01
EUDML-ID : urn:eudml:doc:54777 
@article{05228075,
     title = {On the exact distributional asymptotics for the supremum of a random walk with increments in a class of light-tailed distribution.},
     journal = {Sibirskij Matematicheskij Zhurnal},
     volume = {47},
     year = {2006},
     pages = {1265-1274},
     zbl = {1150.60380},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05228075}
}

Zachary, Stan; Foss, S.G. On the exact distributional asymptotics for the supremum of a random walk with increments in a class of light-tailed distribution.. Sibirskij Matematicheskij Zhurnal, Tome 47 (2006) pp. 1265-1274. http://gdmltest.u-ga.fr/item/05228075/