Tail asymptotics for the supremum of a random walk when the mean is not finite
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Publication:596410
DOI10.1023/B:QUES.0000021140.87161.9czbMath1056.90028arXiv1303.4715MaRDI QIDQ596410
Denis Denisov, Dmitrii Korshunov, Sergeĭ Georgievich Foss
Publication date: 10 August 2004
Published in: Queueing Systems (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1303.4715
subexponential distributionlarge deviation probabilitiesintegrated weighted tail distributionsupremum of sums of random variables
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