Asymptotic formulas for probabilities of large deviations of ladder heights

MaRDI QIDQ5324910zbMATH OpenFDO

Authors Sergei Nagaev

Publication date 8 August 2009

zbMATH Keywords

characteristic functionharmonic renewal measureKaramata's criterionladder heightLaplace transformslowly varying functionSpitzer seriesTauberian theorem

Mathematics Subject Classification ID

Large deviations (60F10)

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