On subexponential distributions and asymptotics of the distribution of the maximum of sequential sums.
Sibirskij Matematicheskij Zhurnal (2002)
- Volume: 43, Issue: 6, page 1235-1264 (2002); translation in Sib. Math. J. 43
- ISSN: 0037-4474
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topBorovkov, A.A.. "On subexponential distributions and asymptotics of the distribution of the maximum of sequential sums.." Sibirskij Matematicheskij Zhurnal 43.6 (2002): 1235-1264 (2002); translation in Sib. Math. J. 43. <http://eudml.org/doc/50038>.
@article{Borovkov2002,
author = {Borovkov, A.A.},
journal = {Sibirskij Matematicheskij Zhurnal},
keywords = {subexponential distribution; asymptotic properties; maximum of sums; refinement of asymptotics; local asymptotics},
language = {eng},
number = {6},
pages = {1235-1264 (2002); translation in Sib. Math. J. 43},
publisher = {Sibirskoe Otdelenie Rossijskoj Akademii Nauk, Institut Matematiki Im. S. L. Soboleva SO RAN, Novosibirsk; Izdatel'stvo Instituta Matematiki},
title = {On subexponential distributions and asymptotics of the distribution of the maximum of sequential sums.},
url = {http://eudml.org/doc/50038},
volume = {43},
year = {2002},
}
TY - JOUR
AU - Borovkov, A.A.
TI - On subexponential distributions and asymptotics of the distribution of the maximum of sequential sums.
JO - Sibirskij Matematicheskij Zhurnal
PY - 2002
PB - Sibirskoe Otdelenie Rossijskoj Akademii Nauk, Institut Matematiki Im. S. L. Soboleva SO RAN, Novosibirsk; Izdatel'stvo Instituta Matematiki
VL - 43
IS - 6
SP - 1235
EP - 1264 (2002); translation in Sib. Math. J. 43
LA - eng
KW - subexponential distribution; asymptotic properties; maximum of sums; refinement of asymptotics; local asymptotics
UR - http://eudml.org/doc/50038
ER -
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