Publication:5293700
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zbMath1117.60048MaRDI QIDQ5293700
Publication date: 2 July 2007
Full work available at URL: https://eudml.org/doc/53298
exponential change of measure; light tails; probabilities of large deviations; maximum of a random walk; truncated mean value function
60G50: Sums of independent random variables; random walks
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