Estimates for the tail probability of the supremum of a random walk with independent increments (Q1938738)
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scientific article; zbMATH DE number 6138470
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimates for the tail probability of the supremum of a random walk with independent increments |
scientific article; zbMATH DE number 6138470 |
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Estimates for the tail probability of the supremum of a random walk with independent increments (English)
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22 February 2013
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random walk
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O-subexponential distribution
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integrated distribution
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supremum
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