Concepedia
Statistical Papers · 2016 · 15 citations · 33 references
EngineeringMathematicsProbability TheoryStochastic ProcessesBrownian MotionLaw Of Large NumbersLimit TheoremsMarkov ChainsMarkov ProcessesRandom WalksHeavy-tailed Limit TheoremsLocal Limit Theorems For Random WalksRandom Walk Limit TheoremsRandom Walk Limits
33
A Theorem on Sums of Independent Positive Random Variables and Its Applications to Branching Random Processes
V. P. Chistyakov · Theory of Probability and Its Applications · 1964 · 437 citations
Natural Sciences, Mathematics, Markov Decision Processes +7
Subexponential distributions and integrated tails
Claudia Klüppelberg · Journal of Applied Probability · 1988 · 333 citations
Natural Sciences, Mathematics, Probability Theory +13
On closure and factorization properties of subexponential and related distributions
Paul Embrechts, Charles M. Goldie · Journal of the Australian Mathematical Society Series A Pure Mathematics and Statistics · 1980 · 309 citations · Full text
Natural Sciences, Mathematics, Probability Theory +10
Asymptotic behaviour of Wiener-Hopf factors of a random walk
Noël Veraverbeke · Stochastic Processes and their Applications · 1977 · 246 citations
Engineering, Physics, Probability Theory +9
Subexponential distributions and characterizations of related classes
Claudia Klüppelberg · Probability Theory and Related Fields · 1989 · 176 citations · Full text
Natural Sciences, Mathematics, Probability Theory +8