scientific article; zbMATH DE number 1899875
From MaRDI portal
Publication:4802791
zbMath1012.60050MaRDI QIDQ4802791
Publication date: 23 April 2003
Full work available at URL: https://eudml.org/doc/50038
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
asymptotic propertiessubexponential distributionlocal asymptoticsmaximum of sumsrefinement of asymptotics
Related Items (11)
Second-order asymptotics of ruin probabilities for semiexponential claims ⋮ Optimal stopping time problem for random walks with polynomial reward functions ⋮ Subexponential Asymptotics for Steady State Tail Probabilities in a Single-Server Queue with Regenerative Input Flow ⋮ Boundary crossing problems for compound renewal processes ⋮ Second order asymptotics for ruin probabilities in a renewal risk model with heavy-tailed claims ⋮ Tail expansions for the distribution of the maximum of a random walk with negative drift and regularly varying increments ⋮ Large deviations of Poisson shot noise processes under heavy tail semi-exponential conditions ⋮ Characterization of a general class of tail probability distributions ⋮ Error rates and improved algorithms for rare event simulation with heavy Weibull tails ⋮ Sample Path Large Deviations of Poisson Shot Noise with Heavy-Tailed Semiexponential Distributions ⋮ Second Order Approximation for the Distribution of the Maximum of a Random Walk with Negative Drift and Infinite Variance
This page was built for publication:
