Tail Asymptotics of the Supremum of a Regenerative Process

By Zbigniew Palmowski, Bert Zwart. Journal of Applied Probability, 2007

48 citations recorded by the source corpus.

Subfields: Demography, Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/c771ce2ab8426152cb01193fe02436a5591d7827

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In Demography

1. Enkelejd Hashorva

In Finance

1. Enkelejd Hashorva
2. Lanpeng Ji
3. Krzysztof Debicki

In Management Science and Operations Research

1. Enkelejd Hashorva
2. Lanpeng Ji

Citations in the corpus

• Tail asymptotics of supremum of certain Gaussian processes over threshold dependent random intervals (2013, background): “(15) ii) If γp = 2, A0 > 0, and on any compact subset of (0,∞) σ̂(s) is differentiable and |σ̂′(s)| is uniformly bounded, then”