Publications | Lund University Publications

1 – 3 of 3

show: 10
|
sort: year (new to old)

News feed Embed this list Save this search Mark all Export

Cancel

Embed this list

copy and paste the html snippet below into your own page:

<iframe src="https://lup.lub.lu.se/search/publication?embed=1&q=keywords+exact+%22subexponential+distribution%22&amp;hide_pagination=1&amp;hide_info=1&amp;hide_options=1"
  width="100%"
  height="400"
  allowtransparency="true"
  frameborder="0">
</iframe>

2002
Mark A local limit theorem for random walk maxima with heavy tails
Asmussen, Sören ^LU ; Kalashnikov, V ; Konstantinides, D ; Kluppelberg, C and Tsitsiashvili, G (2002) In Statistics and Probability Letters 56(4). p.399-404
- Contribution to journal › Article
1998
Mark Subexponential asymptotics for stochastic processes : extremal behavior, stationary distributions and first passage probabilities
Asmussen, Sören ^LU (1998) In Annals of Applied Probability 8(2). p.354-374
- Contribution to journal › Article
Mark A probabilistic look at the Wiener-Hopf equation
Asmussen, Sören ^LU (1998) In SIAM Review 40(2). p.189-201
- Contribution to journal › Article