On subexponential distributions and asymptotics of the distribution of the maximum of sequential sums

Siberian Mathematical Journal

Volumn 43, Issue 6, 2002, Pages 995-1022

  Borovkov, A A ^a  

^a SOBOLEV INSTITUTE OF MATHEMATICS   (Russian Federation)

Author keywords

Asymptotic properties; Local asymptotics; Maximum of sums; Refinement of asymptotics; Subexponential distribution

Indexed keywords

EID: 0036439136     PISSN: 00374466     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1021109132124     Document Type: Article

References (27)

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