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

From MaRDI portal
Added link to MaRDI item.
Import240304020342 (talk | contribs)
Set profile property.
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank

Revision as of 04:11, 5 March 2024

scientific article
Language Label Description Also known as
English
Exponential bounds for the tail probability of the supremum of an inhomogeneous random walk
scientific article

    Statements

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

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references