Klass, Michael J. On the maximum of a random walk with small negative drift. (English) Zbl 0514.60069 Ann. Probab. 11, 491-505 (1983). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 1 Document MSC: 60G50 Sums of independent random variables; random walks 60F10 Large deviations 60K05 Renewal theory Keywords:negative drift; fluctuation theory; expected maximum; ladder variables; renewal theory; infinite mean variables PDF BibTeX XML Cite \textit{M. J. Klass}, Ann. Probab. 11, 491--505 (1983; Zbl 0514.60069) Full Text: DOI OpenURL