Large-Deviation Probabilities for Maxima of Sums of Independent Random Variables with Negative Mean and Subexponential Distribution (Q3147233): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q1809732 |
||
| Property / author | |||
| Property / author: Dmitrii Korshunov / rank | |||
Revision as of 22:04, 29 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large-Deviation Probabilities for Maxima of Sums of Independent Random Variables with Negative Mean and Subexponential Distribution |
scientific article |
Statements
Large-Deviation Probabilities for Maxima of Sums of Independent Random Variables with Negative Mean and Subexponential Distribution (English)
0 references
18 September 2002
0 references
maxima of sums of random variables
0 references
homogeneous Markov chain
0 references
large deviation probabilities
0 references
subexponential distribution
0 references
integrated tail distribution
0 references
