Asymptotics of the Density of the Supremum of a Random Walk with Heavy-tailed Increments
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چکیده
Under some relaxed conditions, in this paper we obtain some equivalent conditions on the asymptotics of the density of the supremum of a random walk with heavy-tailed increments. To do this, we investigate the asymptotics of the first ascending ladder height of a randomwalk with heavy-tailed increments. The results obtained improve and extend the corresponding classical results.
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