On sufficient conditions for subexponentiality

DOI10.1134/S1064562409050172zbMath1184.62013OpenAlexW2045901207MaRDI QIDQ1048544

Sergei Nagaev

Publication date: 12 January 2010

Published in: Doklady Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s1064562409050172

zbMATH Keywords

heavy-tailed distributionssubexponential distributions

Mathematics Subject Classification ID

Statistics of extreme values; tail inference (62G32) Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)

Cites Work

• Asymptotic Analysis of Random Walks
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