Tail asymptotics for the supremum of a random walk when the mean is not finite (Q596410)
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scientific article; zbMATH DE number 2085756
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| English | Tail asymptotics for the supremum of a random walk when the mean is not finite |
scientific article; zbMATH DE number 2085756 |
Statements
Tail asymptotics for the supremum of a random walk when the mean is not finite (English)
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10 August 2004
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supremum of sums of random variables
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large deviation probabilities
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subexponential distribution
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integrated weighted tail distribution
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0.9090383052825928
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0.8403090834617615
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0.8382366895675659
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0.8381410241127014
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0.8374103903770447
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