Limit theorems for random walk under the assumption of maxima large deviation

DOI10.1137/S0040585X97985030zbMATH Open1244.60029OpenAlexW1979349966MaRDI QIDQ2882293FDOQ2882293

Authors: A. V. Shklyaev 

Publication date: 4 May 2012

Published in: Theory of Probability and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97985030

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zbMATH Keywords

large deviationslimit theoremCramér condition

Mathematics Subject Classification ID

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

Cited In (7)

• Limit theorem for the moment of maximum of a random walk reaching a fixed level in the region of moderate deviations
• On large deviations of maximum of a Cramér random walk and the queueing process
• Limit theorems for random walks that avoid bounded sets, with applications to the largest gap problem
• Characterization of large deviation probabilities for regenerative sequences
• Large deviations of Shepp statistics
• Refined behaviour of a conditioned random walk in the large deviations regime
• Asymptotic behavior of large deviation probabilities for a simple oscillating random walk

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