Probability estimates for the small deviations of d-dimensional random walk
From MaRDI portal
Publication:1054367
DOI10.1214/aop/1176993443zbMath0519.60044MaRDI QIDQ1054367
Publication date: 1983
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176993443
60E15: Inequalities; stochastic orderings
60F05: Central limit and other weak theorems
60G50: Sums of independent random variables; random walks
Related Items
Random walks driven by low moment measures, The influence of extremes on the law of the iterated logarithm, Asymptotic normality of Winsorized means, The law of the iterated logarithm for local time of a Lévy process, Matrix normalized convergence of a Lévy process to normality at zero