Asymptotic formulas for probabilities of large deviations of ladder heights

zbMATH Open1199.60064MaRDI QIDQ5324910FDOQ5324910

Authors: Sergei Nagaev 

Publication date: 8 August 2009

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zbMATH Keywords

Laplace transformcharacteristic functionTauberian theoremslowly varying functionladder heightharmonic renewal measureSpitzer seriesKaramata's criterion

Mathematics Subject Classification ID

Large deviations (60F10)

Cited In (4)

• Title not available (Why is that?)
• Problems in calculating moments and distribution functions of ladder heights
• Exact expressions for the moments of ladder heights
• A note on the distance of ladder height distributions

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