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scientific article; zbMATH DE number 5169446
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 5169446 |
Statements
2 July 2007
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maximum of a random walk
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probabilities of large deviations
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light tails
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exponential change of measure
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truncated mean value function
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