Tail behavior of supremum of a random walk when Cramér's condition fails (Q2259115): Difference between revisions

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Property / author: Chang Jun Yu / rank
 
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Property / author: Yue-bao Wang / rank
 
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Revision as of 17:58, 9 July 2024

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Tail behavior of supremum of a random walk when Cramér's condition fails
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    Tail behavior of supremum of a random walk when Cramér's condition fails (English)
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    27 February 2015
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    random walk
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    supremum
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    exponential distribution class
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    O-subexponential distribution class
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    asymptotic estimate
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    renewal risk model
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    ruin probability
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