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maximum of random walk
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Maximum of Random Walk
An Introduction to Heavy-Tailed and Subexponential Distributions - Springer Series in Operations Research and Financial Engineering
◽
10.1007/978-1-4614-7101-1_5
◽
2013
◽
pp. 103-143
Author(s):
Sergey Foss
◽
Dmitry Korshunov
◽
Stan Zachary
Keyword(s):
Random Walk
◽
Maximum Of Random Walk
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Maximum of Random Walk
An Introduction to Heavy-Tailed and Subexponential Distributions - Springer Series in Operations Research and Financial Engineering
◽
10.1007/978-1-4419-9473-8_5
◽
2011
◽
pp. 97-118
Author(s):
Sergey Foss
◽
Dmitry Korshunov
◽
Stan Zachary
Keyword(s):
Random Walk
◽
Maximum Of Random Walk
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