Alexander Iksanov, Serguei Polotskiy, “Tail behavior of suprema of perturbed random walks”, Theory Stoch. Process., 2016, том 21(37), выпуск 1,страницы 12

Tail behavior of suprema of perturbed random walks

Alexander Iksanov, Serguei Polotskiy

Faculty of Cybernetics, Taras Shevchenko National University of Kyiv, Kyiv-01601, Ukraine

Аннотация: We prove a lattice version of Goldie's result on tail behavior of suprema of perturbed random walks.

Ключевые слова: Perturbed random walk; supremum; tail behavior.

MSC: Primary 60G50; Secondary 60K05

Язык публикации: английский