Logarithmic scale asymptotics for random walks with Weibull-like upper tail distributions

George Stoica and Deli Li

Statistics & Probability Letters, 2025, vol. 220, issue C

Abstract: We present new asymptotic results in logarithmic scale for random walks with Weibull-like upper tail distributions. The rate of convergence is essentially dictated by the stretched exponential part of the tail distribution therein.

Keywords: Weibull-like distribution; Upper tail; Asymptotic behaviour (search for similar items in EconPapers)
Date: 2025
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DOI: 10.1016/j.spl.2025.110363

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