On the Asymptotic Behavior of One-Sided Large Deviation Probabilities

DOI10.1137/1126035MaRDI QIDQ3938959zbMATH OpenOpenAlexFDO

Authors Sergei Nagaev

Publication date 1982

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

Full work available at URL https://doi.org/10.1137/1126035

zbMATH Keywords

asymptotic behaviourslowly varying function

Mathematics Subject Classification ID

Large deviations (60F10)

Cited in

(18)

• On the asymptotic behaviour of first passage times for transient random walk
• Burgers turbulence initialized by a regenerative impulse.
• Limit theorems for random walks
• Positivity of integrated random walks
• The general principle for precise large deviations of heavy-tailed random sums
• Information ranking and power laws on trees
• A large deviation local limit theorem
• Asymptotics for Weighted Random Sums
• On the transition from heavy traffic to heavy tails for the \(M/G/1\) queue: the regularly varying case
• Emergence of interlacements from the finite volume Bose soup
• Quantitative bounds for large deviations of heavy tailed random variables
• Classical and almost sure local limit theorems
• Asymptotics of randomly stopped sums in the presence of heavy tails
• A note on randomly stopped sums with zero mean increments
• On decoupled standard random walks
• Upper deviation probabilities for level sets of a supercritical branching random walk
• Precise large deviations through a uniform Tauberian theorem
• Large deviations for random walks under subexponentiality: The big-jump domain

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