Random walks in the positive quadrant. II. Integral theorem

MaRDI QIDQ1595486zbMATH OpenFDO

Authors B. A. Rogozin, Anatoli Mogulskii

Publication date 12 February 2001

Published in Siberian Advances in Mathematics (Search for Journal in Brave)

zbMATH Keywords

large deviationboundary problemsecond deviation functiondeviation functionfactorization identity

Mathematics Subject Classification ID

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

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