Small deviation probabilities for maximum of partial sums

DOI10.1137/S0040585X97984541MaRDI QIDQ3087759zbMATH OpenOpenAlexFDO

Authors L. V. Rozovsky

Publication date 16 August 2011

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

Full work available at URL https://doi.org/10.1137/s0040585x97984541

zbMATH Keywords

domain of attractionmaximum of partial sumssmall deviationsstable law

Mathematics Subject Classification ID

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

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