Tail asymptotics for the supremum of a random walk when the mean is not finite

Queueing Systems

Volumn 46, Issue 1-2, 2004, Pages 15-33

  Denisov, Denis ^a   Foss, Serguei ^a   Korshunov, Dima ^a  

^a HERIOT WATT UNIVERSITY   (United Kingdom)

Author keywords

Integrated weighted tail distribution; Large deviation probabilities; Subexponential distribution; Supremum of sums of random variables

Indexed keywords

RANDOM VARIABLES;

IDENTICALLY DISTRIBUTED RANDOM VARIABLES; LARGE DEVIATIONS; PROBABILITY P; SUBEXPONENTIAL DISTRIBUTIONS; SUBEXPONENTIALITY; SUMS OF RANDOM VARIABLES; TAIL ASYMPTOTICS; TAIL DISTRIBUTION;

PROBABILITY DISTRIBUTIONS;

EID: 3543146603     PISSN: 02570130     EISSN: 15729443     Source Type: Journal    
DOI: 10.1023/b:ques.0000021140.87161.9c     Document Type: Conference Paper

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