On Probabilities of Large Deviations for Random Walks. I. Regularly Varying Distribution Tails

DOI10.1137/S0040585X97978877zbMATH Open1006.60020OpenAlexW2068203270MaRDI QIDQ3147221FDOQ3147221

Authors: A. A. Borovkov, K. Borovkov 

Publication date: 18 September 2002

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

Full work available at URL: https://doi.org/10.1137/s0040585x97978877

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• scientific article; zbMATH DE number 5049485

zbMATH Keywords

random walklarge deviationsregular variation

Mathematics Subject Classification ID

Large deviations (60F10)

Cited In (36)

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