Tail asymptotics for the supremum of a random walk when the mean is not finite (Q596410): Difference between revisions
From MaRDI portal
Changed an Item |
Changed an Item |
||
| (One intermediate revision by one other user not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / arXiv ID | |||
| Property / arXiv ID: 1303.4715 / rank | |||
Normal rank | |||
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 |
scientific article |
Statements
Tail asymptotics for the supremum of a random walk when the mean is not finite (English)
0 references
10 August 2004
0 references
supremum of sums of random variables
0 references
large deviation probabilities
0 references
subexponential distribution
0 references
integrated weighted tail distribution
0 references
