Large-Deviation Probabilities for Maxima of Sums of Independent Random Variables with Negative Mean and Subexponential Distribution (Q3147233)

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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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    Large-Deviation Probabilities for Maxima of Sums of Independent Random Variables with Negative Mean and Subexponential Distribution (English)
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    18 September 2002
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    maxima of sums of random variables
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    homogeneous Markov chain
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    large deviation probabilities
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    subexponential distribution
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    integrated tail distribution
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