A local limit theorem for random walk maxima with heavy tails.

Document type:

Zeitschriftenaufsatz

Author(s):

Asmussen, S., Kalashnikov, V., Klüppelberg, C., Konstantinides, D., Tsitiashvili, G.

Title:

A local limit theorem for random walk maxima with heavy tails.

Journal title:

Statistics & Probability Letters

Year:

2002

Journal volume:

Journal issue:

Pages contribution:

399-404

Language:

Fulltext / DOI:

Status:

Verlagsversion / published

TUM Institution:

Lehrstuhl für Mathematische Statistik

Format:

Text