Tail asymptotics for the area under the excursion of a random walk with heavy-tailed increments

Denisov D, Perfilev E, Wachtel V. Tail asymptotics for the area under the excursion of a random walk with heavy-tailed increments. J. Appl. Probab. 2021;58(1):217-237.

Denisov, D., Perfilev, E., & Wachtel, V. (2021). Tail asymptotics for the area under the excursion of a random walk with heavy-tailed increments. J. Appl. Probab., 58(1), 217-237. https://doi.org/10.1017/jpr.2020.85

Denisov, D., Perfilev, E., and Wachtel, V. (2021). Tail asymptotics for the area under the excursion of a random walk with heavy-tailed increments. J. Appl. Probab. 58, 217-237.

Denisov, D., Perfilev, E., & Wachtel, V., 2021. Tail asymptotics for the area under the excursion of a random walk with heavy-tailed increments. J. Appl. Probab., 58(1), p 217-237.

D. Denisov, E. Perfilev, and V. Wachtel, “Tail asymptotics for the area under the excursion of a random walk with heavy-tailed increments”, J. Appl. Probab., vol. 58, 2021, pp. 217-237.

Denisov, D., Perfilev, E., Wachtel, V.: Tail asymptotics for the area under the excursion of a random walk with heavy-tailed increments. J. Appl. Probab. 58, 217-237 (2021).

Denisov, Denis, Perfilev, Elena, and Wachtel, Vitali. “Tail asymptotics for the area under the excursion of a random walk with heavy-tailed increments”. J. Appl. Probab. 58.1 (2021): 217-237.