Estimates for the tail probability of the supremum of a random walk with independent increments (Q1938738): Difference between revisions

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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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