On Large Jumps of a Cramer Random Walk (Q4830829)

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scientific article; zbMATH DE number 2123278
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On Large Jumps of a Cramer Random Walk
scientific article; zbMATH DE number 2123278

    Statements

    title
    On Large Jumps of a Cramer Random Walk (English)
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    author
    A. M. Kozlov
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    Vladimir I. Piterbarg
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    publication date
    16 December 2004
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    zbMATH Keywords
    random walk
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    large deviations
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    Cramér condition
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    Identifiers

    zbMATH DE Number
    2123278
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    OpenAlex ID
    W2009485123
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