Tail Asymptotics for the Supremum of a Random Walk when the Mean Is not Finite.

Denis Denisov Serguei Foss Dima Korshunov Tail Asymptotics for the Supremum of a Random Walk when the Mean Is not Finite. 15-33 2004 46 Queueing Syst. 1-2 http://dx.doi.org/10.1023/B:QUES.0000021140.87161.9c db/journals/questa/questa46.html#DenisovFK04