Kievinaitė, Dominyka; Šiaulys, Jonas Exponential bounds for the tail probability of the supremum of an inhomogeneous random walk. (English) Zbl 1393.91100 Mod. Stoch., Theory Appl. 5, No. 2, 129-143 (2018). MSC: 91B30 60K10 60G50 62P05 PDFBibTeX XMLCite \textit{D. Kievinaitė} and \textit{J. Šiaulys}, Mod. Stoch., Theory Appl. 5, No. 2, 129--143 (2018; Zbl 1393.91100) Full Text: DOI arXiv
Andrulytė, Ieva Marija; Bernackaitė, Emilija; Kievinaitė, Dominyka; Šiaulys, Jonas A Lundberg-type inequality for an inhomogeneous renewal risk model. (English) Zbl 1414.91157 Mod. Stoch., Theory Appl. 2, No. 2, 173-184 (2015). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 91B30 60K10 60G50 PDFBibTeX XMLCite \textit{I. M. Andrulytė} et al., Mod. Stoch., Theory Appl. 2, No. 2, 173--184 (2015; Zbl 1414.91157) Full Text: DOI arXiv