Tail behavior of supremum of a random walk when Cramér's condition fails (Q2259115): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tail behavior of supremum of a random walk when Cramér's condition fails |
scientific article |
Statements
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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