Hostname: page-component-745bb68f8f-grxwn Total loading time: 0 Render date: 2025-01-15T08:16:53.528Z Has data issue: false hasContentIssue false
  • English
  • Français

On the rate of convergence of the maximum of a compound Poisson process

Published online by Cambridge University Press:  01 July 2016

J. L. Teugels
J. L. Teugels*
Affiliation:
Katholieke Universiteit te Leuven
Get access Rights & Permissions [Opens in a new window]

Abstract

An abstract is not available for this content so a preview has been provided. Please use the Get access link above for information on how to access this content.
Image of the first page of this content. For PDF version, please use the ‘Save PDF’ preceeding this image.'
Type
Eighth Conference on Stochastic Processes and their Applications
Information
Advances in Applied Probability , Volume 11 , Issue 2 , June 1979 , pp. 274 - 275
Copyright
Copyright © Applied Probability Trust 1979 

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

Iglehart, D. L. (1974) Random walks with negative drift conditioned to stay positive. J. Appl. Prob. 11, 742–751.Google Scholar
Teugels, J. L. (1977) On the rate of convergence of the maximum of a compound Poisson process. Bull Soc. Math. Belg. 29, 205–216.Google Scholar
Veraverbeke, N. and Teugels, J. L. (1975), (1976) The exponential rate of convergence of the distribution of the maximum of a random walk. Parts I and II. J. Appl. Prob. 12, 279–288; 13, 733–740.Google Scholar