Estimates for distributions of sums of random variables with subexponential distributions.
Sibirskij Matematicheskij Zhurnal (2004)
- Volume: 45, Issue: 6, page 1401-1420
- ISSN: 0037-4474
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topShneer, V.V.. "Estimates for distributions of sums of random variables with subexponential distributions.." Sibirskij Matematicheskij Zhurnal 45.6 (2004): 1401-1420. <http://eudml.org/doc/53603>.
@article{Shneer2004,
author = {Shneer, V.V.},
journal = {Sibirskij Matematicheskij Zhurnal},
keywords = {subexponential distribution; long-tailed distribution; intermediate regularly varying distribution; sums of random variables; supremum of a random walk},
language = {eng},
number = {6},
pages = {1401-1420},
publisher = {Sibirskoe Otdelenie Rossijskoj Akademii Nauk, Institut Matematiki Im. S. L. Soboleva SO RAN, Novosibirsk; Izdatel'stvo Instituta Matematiki},
title = {Estimates for distributions of sums of random variables with subexponential distributions.},
url = {http://eudml.org/doc/53603},
volume = {45},
year = {2004},
}
TY - JOUR
AU - Shneer, V.V.
TI - Estimates for distributions of sums of random variables with subexponential distributions.
JO - Sibirskij Matematicheskij Zhurnal
PY - 2004
PB - Sibirskoe Otdelenie Rossijskoj Akademii Nauk, Institut Matematiki Im. S. L. Soboleva SO RAN, Novosibirsk; Izdatel'stvo Instituta Matematiki
VL - 45
IS - 6
SP - 1401
EP - 1420
LA - eng
KW - subexponential distribution; long-tailed distribution; intermediate regularly varying distribution; sums of random variables; supremum of a random walk
UR - http://eudml.org/doc/53603
ER -
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