Asymptotic analysis of random walks. Rapidly decreasing distributions of increments

zbMATH Open1351.60003MaRDI QIDQ5256459FDOQ5256459

Publication date: 17 June 2015

Recommendations

large deviation random walks independent increments

Probability distributions: general theory (60E05) Infinitely divisible distributions; stable distributions (60E07) Asymptotic distribution theory in statistics (62E20) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

Cited In (38)

On the distribution of the first passage time of a random walk to an arbitrary remote boundary
The large deviation principle for a compound Poisson process
Functional limit theorems for compound renewal processes
Integro-local limit theorems for compound renewal processes under Cramér's condition. I
Asymptotic local probabilities of large deviations for branching process in random environment with geometric distribution of descendants
Spread of a catalytic branching random walk on a multidimensional lattice
On large deviation principles for compound renewal processes
Extension of the invariance principle for compound renewal processes to the zones of moderately large and small deviations
Fluctuations of the propagation front of a catalytic branching walk
Short Communications Moderate Large Deviations Principles for Trajectories of Compound Renewal Processes
Large deviation principles in boundary problems for compound renewal processes
Boundary crossing problems for compound renewal processes
Large deviation principle for multidimensional first compound renewal processes in the phase space
Large deviation principle for multidimensional second compound renewal processes in the phase space
The rate function and the fundamental function for multidimensional compound renewal process
Potential functions of random walks in \(\mathbb Z\) with infinite variance. Estimates and applications
Принцип больших уклонений для конечномерных распределений многомерных обобщенных процессов восстановления
Local theorems for arithmetic compound renewal processes when Cramer's condition holds
Integro-local theorems for multidimensional compound renewal processes, when Cramer's condition holds. I
Title not available (Why is that?)
Sharp asymptotics for the Laplace transform of the compound renewal process and related problems
Asymptotic analysis of random walks on ice and graphite
On asymptotic behavior of the convolution of distributions with regularly exponentially decreasing tails
Properties of the deviation rate function and the asymptotics for the Laplace transform of the distribution of a compound renewal process
Large deviation principles for trajectories of compound renewal processes. II
Integro-local theorems in boundary crossing problems for compound renewal processes
Moderate deviation principles for the trajectories of inhomogeneous random walks
Integro-local limit theorems for compound renewal processes under Cramér's condition. II
Large deviations for processes on half-line: random walk and compound Poisson
Local theorems for finite-dimensional increments of compound multidimensional arithmetic renewal processes with light tails
Asymptotical local probabilities of lower deviations for branching process in random environment with geometric distributions of descendants
The extended large deviation principle for a process with independent increments
Asymptotic Analysis of Random Walks
Large deviation principles for the finite-dimensional distributions of compound renewal processes
Title not available (Why is that?)
Anscombe-type theorem and moderate deviations for trajectories of a compound renewal process
Exponential Chebyshev inequalities for random graphons and their applications
On a Property of the Legendre Transform

This page was built for publication: Asymptotic analysis of random walks. Rapidly decreasing distributions of increments

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5256459)