Random walks in the positive quadrant. II. Integral theorem

zbMATH Open0971.60049MaRDI QIDQ1595486FDOQ1595486

Authors: B. A. Rogozin, Anatoli Mogulskii 

Publication date: 12 February 2001

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

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zbMATH Keywords

large deviationboundary problemsecond deviation functiondeviation functionfactorization identity

Mathematics Subject Classification ID

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

Cited In (4)

• Positivity of integrated random walks
• Title not available (Why is that?)
• Taming reluctant random walks in the positive quadrant
• Random walks in the positive quadrant. III: Constants in integral and local theorems

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