Large deviation probabilities for random walks with semiexponential distributions

DOI10.1023/A:1004864002443zbMath0969.60048MaRDI QIDQ5932605

Aleksandr A. Borovkov

Publication date: 10 June 2001

Published in: Siberian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/121253

zbMATH Keywords

heavy tails; Cramér series

Mathematics Subject Classification ID

60G50: Sums of independent random variables; random walks

60F10: Large deviations

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