The following pages link to Yue-bao Wang (Q692738):
Displaying 50 items.
- Tail behavior of supremum of a random walk when Cramér's condition fails (Q2259115) (← links)
- The closure of the convolution equivalent distribution class under convolution roots with applications to random sums (Q2267629) (← links)
- On the almost decrease of a subexponential density (Q2322670) (← links)
- On a transformation between distributions obeying the principle of a single big jump (Q2352853) (← links)
- Random time ruin probability for the renewal risk model with heavy-tailed claims (Q2379816) (← links)
- Max-sum equivalence of conditionally dependent random variables (Q2444377) (← links)
- Almost sure asymptotics for extremes of non-stationary Gaussian random fields (Q2448465) (← links)
- Precise asymptotics for a type of order statistics (Q2463685) (← links)
- Randomly weighted sums with dominated varying-tailed increments and application to risk theory (Q2511569) (← links)
- Tail behavior of the sums of dependent and heavy-tailed random variables (Q2513787) (← links)
- The structure and precise moderate deviations of random variables with dominatedly varying tails (Q2574494) (← links)
- (Q2779147) (← links)
- Uniform asymptotics for random time ruin probability with subexponential claims and constant interest rate (Q2792301) (← links)
- The uniform local asymptotics for a Lévy process and its overshoot and undershoot (Q2807758) (← links)
- On the strong convergence of weighted sums of widely dependent random variables (Q2832643) (← links)
- Extremes Values of Discrete and Continuous Time Strongly Dependent Gaussian Processes (Q2859293) (← links)
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- The Uniform Local Asymptotics of the Overshoot of a Random Walk with Heavy-Tailed Increments (Q3396379) (← links)
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