scientific article; zbMATH DE number 482615

zbMATH Open0832.60034MaRDI QIDQ4274886FDOQ4274886

Authors: Alexander V. Nagaev 

Publication date: 26 May 1994

Title of this publication is not available (Why is that?)

Recommendations

• On Probabilities of Large Deviations for Random Walks. I. Regularly Varying Distribution Tails
• Asymptotic formulas for probabilities of large deviations of ladder heights
• On the typical level crossing time and path
• On the asymptotic behavior of the distributions of first-passage times. I.
• Precise large deviations for the first passage time of a random walk with negative drift
• Rough limit results for level-crossing probabilities

zbMATH Keywords

random walklarge deviationsfirst crossing time

Mathematics Subject Classification ID

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

Cited In (6)

• Title not available (Why is that?)
• Large deviations of the first passage time for a random walk with semiexponentially distributed jumps
• Asymptotic results for random walks in continuous time with alternating rates
• Level crossing probabilities. I: One-dimensional random walks and symmetrization
• Title not available (Why is that?)
• Title not available (Why is that?)

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4274886)