Limit Theorems for Random Walk under the Assumption of Maxima Large Deviation

DOI10.1137/S0040585X97985030zbMath1244.60029OpenAlexW1979349966MaRDI QIDQ2882293

Alexander V. Shklyaev

Publication date: 4 May 2012

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97985030

zbMATH Keywords

limit theoremlarge deviationsCramér condition

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Large deviations (60F10)

Related Items (3)

Characterization of large deviation probabilities for regenerative sequences ⋮ Asymptotic behavior of large deviation probabilities for a simple oscillating random walk ⋮ Limit theorem for the moment of maximum of a random walk reaching a fixed level in the region of moderate deviations

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