Tail behavior of suprema of perturbed random walks

Alexander Iksanov, Serguei Polotskiy

Faculty of Cybernetics, Taras Shevchenko National University of Kyiv, Kyiv-01601, Ukraine

Abstract: We prove a lattice version of Goldie's result on tail behavior of suprema of perturbed random walks.

Keywords: Perturbed random walk; supremum; tail behavior.

MSC: Primary 60G50; Secondary 60K05

Language: English

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