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On Perturbed Random Walks

Published online by Cambridge University Press:  14 July 2016

Zbigniew Palmowski  and
Bert Zwart
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Abstract

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Information

Type
Letter
Information
Journal of Applied Probability , Volume 47 , Issue 4 , December 2010 , pp. 1203 - 1204
Copyright
Copyright © Applied Probability Trust 2010 

References

[1] Araman, V. F. and Glynn, P. W. (2006). Tail asymptotics for the maximum of perturbed random walk. Ann. Appl. Prob. 16, 1411–1431.Google Scholar
[2] Breiman, L. (1965). On some limit theorems similar to the arc-sin law. Theory Prob. Appl. 10, 323–331.Google Scholar
[3] Ha, X., Tang, Q. and Wei, L. (2009). On the maximum exceedance of a sequence of random variables over a renewal threshold. J. Appl. Prob. 46, 559–570.Google Scholar
[4] Palmowski, Z and Zwart, B. (2007). Tail asymptotics of the supremum of a regenerative process. J. Appl. Prob. 44, 349–365.Google Scholar