2 papers
math.PR2021
The probability of reaching a receding boundary by branching random walk with fading branching and heavy-tailed jump distribution
Pavel Tesemnikov, Sergey Foss
Foss and Zachary (2003) and Foss, Palmowski and Zachary (2005) studied the probability of achieving a receding boundary on a time interval of random length by a random walk with a…
math.PR2013
Tail asymptotics for the supremum of a random walk when the mean is not finite
D. Denisov, S. Foss, D. Korshunov
We consider the sums of independent identically distributed random variables. We do not assume that the 's have a finite mean. Under subexponential type con…