Tail asymptotics for the supremum of a random walk when the mean is not finite (Q596410): Difference between revisions
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| Property / author: Dmitrii Korshunov / rank | |||
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Revision as of 15:14, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tail asymptotics for the supremum of a random walk when the mean is not finite |
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Tail asymptotics for the supremum of a random walk when the mean is not finite (English)
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10 August 2004
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supremum of sums of random variables
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large deviation probabilities
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subexponential distribution
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integrated weighted tail distribution
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