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Please use this identifier to cite or link to this item:
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| Title: | The supremum of a negative drift random walk with dependent heavy-tailed steps |
| Authors: | Mikosch, T.
Samorodnitsky, G. |
| Keywords: | Operations Research
Industrial Engineering
technical report |
| Issue Date: | Jul-1998 |
| Publisher: | Cornell University Operations Research and Industrial Engineering |
| Citation: | 1212 |
| Abstract: | The supremum of a negative drift random walk with dependent heavy-tailed steps |
| URI: | http://hdl.handle.net/1813/9095 |
| Appears in Collections: | ORIE Technical Reports
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