Uniform estimates for the tail probability of maxima over finite horizons with subexponential tails

Probability in the Engineering and Informational Sciences

Volumn 18, Issue 1, 2004, Pages 71-86

  Tang, Qihe ^a  

^a UNIVERSITY OF AMSTERDAM   (Netherlands)

Author keywords

[No Author keywords available]

Indexed keywords

ASYMPTOTICS; COUNTING PROCESS; FINITE HORIZONS; INFINITE TIME; RANDOM WALK; TAIL PROBABILITY;

DISTRIBUTION FUNCTIONS;

EID: 0842307524     PISSN: 02699648     EISSN: None     Source Type: Journal    
DOI: 10.1017/S0269964804181059     Document Type: Article

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