The probability of exceeding a high boundary on a random time interval for a heavy-tailed random walk

S. Foss, Z.B. Palmowski, S. Zachary

Research output: Contribution to journalArticleAcademicpeer-review

Original languageUndefined/Unknown
Pages (from-to)1936-1957
Number of pages22
JournalThe annals of applied probability
Issue number3
Publication statusPublished - 2005


  • Wiskunde en Informatica (WIIN)
  • Mathematics
  • Landbouwwetenschappen
  • Natuurwetenschappen
  • Wiskunde: algemeen

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