Pages that link to "Item:Q1706462"
From MaRDI portal
The following pages link to The local asymptotic estimation for the supremum of a random walk with generalized strong subexponential summands (Q1706462):
Displaying 12 items.
- Martingale approach to subexponential asymptotics for random walks (Q428730) (← links)
- Tail asymptotics for the supremum of a random walk when the mean is not finite (Q596410) (← links)
- Approximation of the distribution of the supremum of a centered random walk. Application to the local score (Q596509) (← links)
- On the long tail property of product convolution (Q829815) (← links)
- Asymptotics of convolution with the semi-regular-variation tail and its application to risk (Q1633430) (← links)
- Estimates for the tail probability of the supremum of a random walk with independent increments (Q1938738) (← links)
- Some positive conclusions related to the Embrechts-Goldie conjecture (Q2071597) (← links)
- Embrechts-Goldie's problem on the class of lattice convolution equivalent distributions (Q2100011) (← links)
- On the almost decrease of a subexponential density (Q2322670) (← links)
- An asymptotic expansion for the distribution of the supremum of a random walk (Q4494503) (← links)
- A note on product-convolution for generalized subexponential distributions (Q5046694) (← links)
- A necessary and sufficient condition for the subexponentiality of the product convolution (Q5214991) (← links)
