Exponential bounds for the tail probability of the supremum of an inhomogeneous random walk (Q1645190)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exponential bounds for the tail probability of the supremum of an inhomogeneous random walk |
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Exponential bounds for the tail probability of the supremum of an inhomogeneous random walk (English)
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28 June 2018
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exponential bound
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supremum of sums
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tail probability
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risk model
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inhomogeneity
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ruin probability
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Lundberg's inequality
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