Add to ORKGLet F be a univariate distribution with negative expectation, and let M denote the distribution of the positive maxima of a random walk generated by a sequence of independent observations from F. We consider the Laplace transforms of 1-F(x) and 1-M(x). A relation between the transforms yields some known results on the moments and the regularly varying properties of the two distributions.random walk regular variation Laplace transform
Let (Sn)n≥0 be a $\mathbb Z$-random walk and $(\xi_{x})_{x\in \mathbb Z}$ be a sequence of independe...
Using classical properties of Random walks and Brownian motion, we derive the asymptotic distributio...
Abstract. In a recent paper, K. Raschel and R. Garbit proved that the exponential decreasing rate of...
AbstractLet F be a univariate distribution with negative expectation, and let M denote the distribut...
Abstract. Let (Sn, n ≥ 1) be a random walk satisfying ES1> 0 and h be a Laplace transform of a no...
Let $(S_n, n\ge 1)$ be a random walk satisfying $ES_1>0$ and $h$ be a Laplace transform of a non-neg...
This paper deals with the maximal one and two sided deviation of simple random walks. The remarkable...
One of the important problems of stochastic process theory is to define the Laplace transforms for t...
Abstract. In this paper, we consider some distributions of maxima of excursions and related variable...
Let be a random walk with independent identically distributed increments . We study the ratios of th...
Abstract: This paper deals with the limiting distribution of the maximum, under linear normalization...
Random walk is a well-known mathematical model used in various scientific fields. The aim of this th...
International audienceLet $(N,A_1,A_2,\ldots)$ be a sequence of random variables with $N\in \mathb...
The coefficient of variation and the dispersion are two examples of widely used measures of variatio...
AbstractLet F be a distribution function with negative mean and regularly varying right tail. Under ...
Let (Sn)n≥0 be a $\mathbb Z$-random walk and $(\xi_{x})_{x\in \mathbb Z}$ be a sequence of independe...
Using classical properties of Random walks and Brownian motion, we derive the asymptotic distributio...
Abstract. In a recent paper, K. Raschel and R. Garbit proved that the exponential decreasing rate of...
AbstractLet F be a univariate distribution with negative expectation, and let M denote the distribut...
Abstract. Let (Sn, n ≥ 1) be a random walk satisfying ES1> 0 and h be a Laplace transform of a no...
Let $(S_n, n\ge 1)$ be a random walk satisfying $ES_1>0$ and $h$ be a Laplace transform of a non-neg...
This paper deals with the maximal one and two sided deviation of simple random walks. The remarkable...
One of the important problems of stochastic process theory is to define the Laplace transforms for t...
Abstract. In this paper, we consider some distributions of maxima of excursions and related variable...
Let be a random walk with independent identically distributed increments . We study the ratios of th...
Abstract: This paper deals with the limiting distribution of the maximum, under linear normalization...
Random walk is a well-known mathematical model used in various scientific fields. The aim of this th...
International audienceLet $(N,A_1,A_2,\ldots)$ be a sequence of random variables with $N\in \mathb...
The coefficient of variation and the dispersion are two examples of widely used measures of variatio...
AbstractLet F be a distribution function with negative mean and regularly varying right tail. Under ...
Let (Sn)n≥0 be a $\mathbb Z$-random walk and $(\xi_{x})_{x\in \mathbb Z}$ be a sequence of independe...
Using classical properties of Random walks and Brownian motion, we derive the asymptotic distributio...
Abstract. In a recent paper, K. Raschel and R. Garbit proved that the exponential decreasing rate of...