Tail asymptotics for the supremum of a random walk when the mean is not finite
type: Item
instance of: scholarly article
title: Tail asymptotics for the supremum of a random walk when the mean is not finite
zbMATH Open document ID: 1056.90028
author: Denis E. Denisov
author: Sergey Foss
author: Dmitry Korshunov
published in: Queueing Systems
publication date: 2004-08-10T00:00:00Z
full work available at URL: https://arxiv.org/abs/1303.4715
Mathematics Subject Classification ID: 90B22
zbMATH DE Number: 2085756
zbMATH Keywords: supremum of sums of random variables
zbMATH Keywords: large deviation probabilities
zbMATH Keywords: subexponential distribution
zbMATH Keywords: integrated weighted tail distribution
MaRDI profile type: Publication
arXiv ID: 1303.4715
DOI: 10.1023/B:QUES.0000021140.87161.9C
description: scientific article