اشترك بالحزمة الذهبية واحصل على وصول غير محدود شمرا أكاديميا
تسجيل مستخدم جديدA note on Veraverbekes theorem
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تأليف
Stan Zachary
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We give an elementary probabilistic proof of Veraverbekes Theorem for the asymptotic distribution of the maximum of a random walk with negative drift and heavy-tailed increments. The proof gives insight into the principle that the maximum is in general attained through a single large jump.
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