scientific article; zbMATH DE number 934477

MaRDI QIDQ4895174zbMATH OpenFDO

Authors Søren Asmussen

Publication date 13 October 1996

zbMATH Keywords

asymptotic expressionslarge deviations theoryrandom walkssurvey of some recent results on rare events

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Queueing theory (aspects of probability theory) (60K25)

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(6)

• Subexponential asymptotics for stochastic processes: Extremal behavior, stationary distributions and first passage probabilities
• Heavy-tailed random walks, buffered queues and hidden large deviations
• scientific article; zbMATH DE number 1724290 (Why is no real title available?)
• Rare events statistics of random walks on networks: localisation and other dynamical phase transitions
• Rare events for the Manneville-Pomeau map
• Random walk with a heavy-tailed jump distribution

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