Estimates for the tail probability of the supremum of a random walk with independent increments (Q1938738)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Estimates for the tail probability of the supremum of a random walk with independent increments |
scientific article |
Statements
Estimates for the tail probability of the supremum of a random walk with independent increments (English)
0 references
22 February 2013
0 references
random walk
0 references
O-subexponential distribution
0 references
integrated distribution
0 references
supremum
0 references
0 references
0 references
0 references