Asymptotic formulas for probabilities of large deviations of ladder heights

MaRDI QIDQ5324910zbMATH OpenFDO

Authors Sergei Nagaev

Publication date 8 August 2009

zbMATH Keywords

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

Mathematics Subject Classification ID

Large deviations (60F10)

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Cited in

(4)

• scientific article; zbMATH DE number 482615 (Why is no real title available?)
• 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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