Tail Probability of the Supremum of a Random Walk with Stable Steps and a Nonlinear Negative Drift (Q2854351)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tail Probability of the Supremum of a Random Walk with Stable Steps and a Nonlinear Negative Drift |
scientific article |
Statements
Tail Probability of the Supremum of a Random Walk with Stable Steps and a Nonlinear Negative Drift (English)
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18 October 2013
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catastrophic risk
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ergodic
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heavy tails
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ruin probability
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stable processes
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stationary
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