Tail asymptotics for the supremum of a random walk when the mean is not finite (Q596410): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 07:49, 30 January 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
