Note on the Tail Behavior of Random Walk Maxima with Heavy Tails and Negative Drift (Q5715919): Difference between revisions

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+Subexponentiality and infinite divisibility
@@ Property / cites work: Subexponentiality and infinite divisibility / rank @@
+Normal rank
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+Q4343010
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+Normal rank
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+The maximum on a random time interval of a random walk with long-tailed increments and negative drift.
+Normal rank
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+Large-Deviation Probabilities for Maxima of Sums of Independent Random Variables with Negative Mean and Subexponential Distribution
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+Maxima of Sums of Heavy-Tailed Random Variables
@@ Property / cites work: Maxima of Sums of Heavy-Tailed Random Variables / rank @@
+Normal rank
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+Precise large deviations for the prospective-loss process
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+On the distribution of the maxima of partial sums
@@ Property / cites work: On the distribution of the maxima of partial sums / rank @@
+Normal rank
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+The class of subexponential distributions
@@ Property / cites work: The class of subexponential distributions / rank @@
+Normal rank