28 citations · 84 across the 33 of their papers we have counts for
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math.PR2007
On the Limit Law of a Random Walk Conditioned to Reach a High Level
Sergey G. Foss, Anatolii A. Puhalskii
We consider a random walk with a negative drift and with a jump distribution which under Cramér's change of measure belongs to the domain of attraction of a spectrally positive sta…
math.PR2007★ 20 cited
On lower limits and equivalences for distribution tails of randomly stopped sums
Denis Denisov, Sergey Foss, Dmitry Korshunov
For a distribution of a random sum of i.i.d. random variables with a common distribution on the half-line , we study the limits of the ra…