Estimates for the distributions of the sums of subexponential random variables

Siberian Mathematical Journal

Volumn 45, Issue 6, 2004, Pages 1143-1158

  Shneer, V V ^a  

^a HERIOT WATT UNIVERSITY   (United Kingdom)

Author keywords

distribution of dominated variation; distribution with long tail; modulated random walk; random walk; subexponential distribution; sums of random variables; supremum of random walk

Indexed keywords

EID: 10044230420     PISSN: 00374466     EISSN: None     Source Type: Journal    
DOI: 10.1023/B:SIMJ.0000048931.70386.68     Document Type: Article

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