scientific article; zbMATH DE number 5049485

zbMATH Open1125.60305MaRDI QIDQ5482008FDOQ5482008

Authors: 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?)

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
• scientific article; zbMATH DE number 3949396

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 (13)

• 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
• Title not available (Why is that?)
• Large deviation probabilities for random walks with heavy tails
• Large deviations for random walks under subexponentiality: The big-jump domain
• Probabilities of large deviations for random walks with regular distribution of jumps.
• Transient phenomena for random walks in the absence of the expected value of jumps
• Transient Phenomena for Random Walks with Nonidentically Distributed Jumps with Infinite Variances
• Asymptotic formulas for probabilities of large deviations of ladder heights
• On Probabilities of Large Deviations for Random Walks. I. Regularly Varying Distribution Tails
• Asymptotic analysis for random walks with nonidentically distributed jumps having finite variance
• Large deviations probabilities for random walks in the absence of finite expectations of jumps

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)