@article{oai:ynu.repo.nii.ac.jp:00006934,
 author = {Alsmeyer, Gerold and Sgibnev, Mikhail},
 issue = {2},
 journal = {Yokohama Mathematical Journal = 横濱市立大學紀要. D部門, 数学},
 month = {},
 note = {application/pdf, We study the exact tail behaviour of the supremum of a random walk defined on a finite Markov chain. The setting is that of subexponential distributions and the related ＄S(￥gamma)＄ -classes of convolution equivalent distributions with exponential tails ＄(￥gamma>0)＄ .},
 pages = {139--159},
 title = {ON THE TAIL BEHAVIOUR OF THE SUPREMUM OF A RANDOM WALK DEFINED ON A MARKOV CHAIN},
 volume = {46},
 year = {1999}
}