Maximum on a random time interval of a random walk with infinite mean
Probability
2019-07-23 v1
Abstract
Let be independent, identically distributed random variables with infinite mean Consider a random walk , a stopping time and let . We study the asymptotics for as .
Cite
@article{arxiv.1907.08920,
title = {Maximum on a random time interval of a random walk with infinite mean},
author = {Denis Denisov},
journal= {arXiv preprint arXiv:1907.08920},
year = {2019}
}
Comments
10 pages