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Tail behaviour of ladder-height distributions in random walks

Published online by Cambridge University Press:  14 July 2016

Rudolf Grübel
Rudolf Grübel*
Affiliation:
University of Essen
*
∗Postal address: Universität Essen-GHS, Fachbereich 6 (Mathematik), Universitätsstr. 3, D-4300 Essen, West Germany.
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Abstract

We give necessary and sufficient conditions for various results connecting the tail behaviour of a distribution with that of its right Wiener–Hopf factor.

Keywords

WIENER–HOPF FACTORS
Type
Short Communications
Information
Journal of Applied Probability , Volume 22 , Issue 3 , September 1985 , pp. 705 - 709
Copyright
Copyright © Applied Probability Trust 1985 

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References

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