UNIFORM ESTIMATES FOR THE TAIL PROBABILITY OF MAXIMA OVER FINITE HORIZONS WITH SUBEXPONENTIAL TAILS

DOI10.1017/S0269964804181059zbMath1040.60038OpenAlexW2151658285MaRDI QIDQ4460799

Qi-he Tang

Publication date: 29 March 2004

Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0269964804181059

zbMATH Keywords

uniform estimatesrandom walks with negative driftstail probabilities of maxima

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50)

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Cites Work

• Unnamed Item
• Exponential inequalities for ruin probabilities in the Cox case
• Note on the Tail Behavior of Random Walk Maxima with Heavy Tails and Negative Drift