Note on the Tail Behavior of Random Walk Maxima with Heavy Tails and Negative Drift (Q5715919): Difference between revisions

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+Qi-he Tang
@@ Property / author: Qi-he Tang / rank @@
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+MaRDI publication profile
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+https://doi.org/10.1080/10920277.2003.10596103
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+W2044569414
@@ Property / OpenAlex ID: W2044569414 / rank @@
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@@ Property / cites work @@
+Subexponentiality and infinite divisibility
@@ Property / cites work: Subexponentiality and infinite divisibility / rank @@
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+Q4343010
@@ Property / cites work: Q4343010 / rank @@
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@@ Property / cites work @@
+The maximum on a random time interval of a random walk with long-tailed increments and negative drift.
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@@ Property / cites work @@
+Large-Deviation Probabilities for Maxima of Sums of Independent Random Variables with Negative Mean and Subexponential Distribution
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@@ Property / cites work @@
+Maxima of Sums of Heavy-Tailed Random Variables
@@ Property / cites work: Maxima of Sums of Heavy-Tailed Random Variables / rank @@
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+Precise large deviations for the prospective-loss process
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@@ Property / cites work @@
+On the distribution of the maxima of partial sums
@@ Property / cites work: On the distribution of the maxima of partial sums / rank @@
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+The class of subexponential distributions
@@ Property / cites work: The class of subexponential distributions / rank @@
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+Publication:5715919