SZodixStudyAcademic Library

Dashboard Shelves Open access My library Inbox Notes Write Learn Alerts

More

Ask your library Notifications Quick cite Review

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Subexponentiality of the product of independent random variables · Study

ArticleShelves

ArticleSubexponentiality of the product of independent random variables

Daren B. H. Cline1994

OA

Articlebronze1994

Subexponentiality of the product of independent random variables

Daren B. H. Cline · Gennady Pinkhosovich Samorodnitsky

362 citations·0/0 files stored·Stochastic Processes and their Applications

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Probability and Risk Models Probability and Statistical Research Statistical Distribution Estimation and Applications

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 362 citations exist upstream.

References

1976Stochastic Processes in Queueing Theory 1975On the tails of waiting-time distributions

Cited by

2003Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks 2009Precise large deviations for dependent random variables with heavy tails 2011Uniform Asymptotics for the Finite-Time Ruin Probability of a Dependent Risk Model with a Constant Interest Rate 2004Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments 2003Randomly Weighted Sums of Subexponential Random Variables with Application to Ruin Theory 2009Sums of Pairwise Quasi-Asymptotically Independent Random Variables with Consistent Variation 2013Extremal t processes: Elliptical domain of attraction and a spectral representation 2004Precise large deviations for sums of random variables with consistently varying tails

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

1997Asymptotics for M/G/1 low-priority waiting-time tail probabilitiesarticle · 2 shared references 1994Waiting-time tail probabilities in queues with long-tail service-time distributionsarticle · 2 shared references 2012Is Tail-Optimal Scheduling Possible?article · 2 shared references 1998Subexponential asymptotics of a Markov-modulated random walk with queueing applicationsarticle · 2 shared references 1997On distribution tail of the maximum of a random walkarticle · 2 shared references 2000The impact of a heavy-tailed service-time distribution upon the M/GI/s waiting-time distributionarticle · 2 shared references

Details

Year1994

Typearticle

Published1994-01-01

VenueStochastic Processes and their Applications

ISSN-L0304-4149

Languageen

Citations362

Files0 public / 0

ShelfProbability and Risk Models

Identifiers

doi10.1016/0304-4149(94)90113-9

openalex_workW2010074743

Links

Imported from OpenAlex (CC0) — nothing here is generated.