A Local limit theorem for random walk maxima with heavy tails

Søren Asmussen, Vladimir Kalashnikov, Dimitrios Konstantinides, Claudia Klüppelberg, Gurami Tsitsiashvili

44 Citations (Scopus)

Original language	English
Journal	Statistics & Probability Letters
Volume	56
Issue number	4
Pages (from-to)	399-404
ISSN	0167-7152
Publication status	Published - 2002

Cite this

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title = "A Local limit theorem for random walk maxima with heavy tails",

author = "S{\o}ren Asmussen and Vladimir Kalashnikov and Dimitrios Konstantinides and Claudia Kl{\"u}ppelberg and Gurami Tsitsiashvili",

year = "2002",

language = "English",

volume = "56",

pages = "399--404",

journal = "Statistics & Probability Letters",

issn = "0167-7152",

publisher = "Elsevier BV * North-Holland",

number = "4",

}

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T1 - A Local limit theorem for random walk maxima with heavy tails

AU - Asmussen, Søren

AU - Kalashnikov, Vladimir

AU - Konstantinides, Dimitrios

AU - Klüppelberg, Claudia

AU - Tsitsiashvili, Gurami

PY - 2002

Y1 - 2002

M3 - Journal article

SN - 0167-7152

VL - 56

SP - 399

EP - 404

JO - Statistics & Probability Letters

JF - Statistics & Probability Letters

IS - 4

ER -