On sums of conditionally independent subexponential random variables | Sciact - Система учета научной деятельности ИМ СО РАН

Журнал

Mathematics of Operations Research
ISSN: 0364-765X , E-ISSN: 1526-5471

Вых. Данные

Год: 2010, Том: 35, Номер: 1, Страницы: 102 - 119 Страниц : 18 DOI: 10.1287/moor.1090.0430

Авторы

Foss S ¹ , Richards A ¹

Организации

1	School of Mathematics and Computer Sciences, Maxwell Institute for Mathematical Sciences, Heriot-Watt University, Edinburgh, EH14 4AS

Foss S. , Richards A.
On sums of conditionally independent subexponential random variables
Mathematics of Operations Research. 2010. V.35. N1. P.102 - 119. DOI: 10.1287/moor.1090.0430 WOS Scopus РИНЦ OpenAlex