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

boundary problemdeviation functionfactorization identitylarge deviationsecond deviation function

Mathematics Subject Classification ID

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

Review text

[For part I see Sib. Adv. Math. 10, No. 1, 34-72 (2000); translation from Mat. Tr. 2, No. 2, 57-97 (1999; Zbl 0946.60040).]. The article is an English translation of the authors' article [Mat. Tr. 3, No. 1, 48-118 (2000; Zbl 0959.60031)].

Recommendations

• Random walks in the positive quadrant. III: Constants in integral and local theorems
• Random walks reaching against all odds the other side of the quarter plane
• scientific article; zbMATH DE number 1498458
• Exit probability of two-dimensional random walk from the quadrant
• scientific article; zbMATH DE number 1438903

Cited in

(4)

• Random walks in the positive quadrant. III: Constants in integral and local theorems
• Taming reluctant random walks in the positive quadrant
• Positivity of integrated random walks
• scientific article; zbMATH DE number 2030797 (Why is no real title available?)

This page was built for publication: Random walks in the positive quadrant. II. Integral theorem

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1595486)