Exponential bounds for the tail probability of the supremum of an inhomogeneous random walk (Q1645190): Difference between revisions

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Latest revision as of 00:59, 16 July 2024

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Exponential bounds for the tail probability of the supremum of an inhomogeneous random walk
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    Exponential bounds for the tail probability of the supremum of an inhomogeneous random walk (English)
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    28 June 2018
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    exponential bound
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    supremum of sums
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    tail probability
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    risk model
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    inhomogeneity
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    ruin probability
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    Lundberg's inequality
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