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