Estimates for the tail probability of the supremum of a random walk with independent increments (Q1938738): Difference between revisions
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scientific article
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English | Estimates for the tail probability of the supremum of a random walk with independent increments |
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Estimates for the tail probability of the supremum of a random walk with independent increments (English)
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22 February 2013
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random walk
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O-subexponential distribution
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integrated distribution
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supremum
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