scientific article; zbMATH DE number 5049485

zbMATH Open1125.60305MaRDI QIDQ5482008FDOQ5482008

A. A. Borovkov

Publication date: 24 August 2006

Full work available at URL: https://eudml.org/doc/53573

Title of this publication is not available (Why is that?)

zbMATH Keywords

random walklarge deviationsinfinite variancetransient phenomenatriangular schemenonidentically distributed jumps

Mathematics Subject Classification ID

Large deviations (60F10) Sums of independent random variables; random walks (60G50)

Cited In (7)

• On Probabilities of Large Deviations for Random Walks. II. Regular Exponentially Decaying Distributions
• Large and moderate deviations for record numbers in some non-nearest neighbor random walks
• On Large Jumps of a Cramer Random Walk
• Large deviation probabilities for random walks with heavy tails
• Probabilities of large deviations for random walks with regular distribution of jumps.
• On Probabilities of Large Deviations for Random Walks. I. Regularly Varying Distribution Tails
• Large deviations probabilities for random walks in the absence of finite expectations of jumps

   Recommendations

• Large deviations probabilities for random walks in the absence of finite expectations of jumps 👍 👎
• Asymptotic analysis for random walks with nonidentically distributed jumps having finite variance 👍 👎
• Large deviation principles for random walks with regularly varying distributions of jumps 👍 👎
• Transient Phenomena for Random Walks with Nonidentically Distributed Jumps with Infinite Variances 👍 👎
• Large deviations for independent random walks 👍 👎
• Large deviations for infinite-dimensional stochastic systems with jumps 👍 👎
• Large deviation probabilities for random walks with semiexponential distributions 👍 👎
• LARGE DEVIATION ASYMPTOTICS FOR RANDOM-WALK TYPE PERTURBATIONS 👍 👎
• Title not available (Why is that?) 👍 👎

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5482008)