Limit theorem for the moment of maximum of a random walk reaching a fixed level in the region of moderate deviations

DOI10.1134/S0001434624030192zbMATH Open1541.60031MaRDI QIDQ6569622FDOQ6569622

Authors: M. A. Anokhina 

Publication date: 9 July 2024

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

Recommendations

• On large deviations of the moment of attaining far level by the random walk in a random environment
• Limit theorems for random walk under the assumption of maxima large deviation
• A Local Limit Theorem for Moderate Deviations
• Maximal increments of local time of a random walk
• On distribution tail of the maximum of a random walk

zbMATH Keywords

random walklocal limit theoremintegro-local limit theorem

Mathematics Subject Classification ID

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

Cites Work

• On the fluctuations of sums of random variables
• A problem of arrangements
• A local limit theorem for random walks conditioned to stay positive
• Title not available (Why is that?)
• On the maximum of a random walk with small negative drift
• Limit theorems for random walk under the assumption of maxima large deviation
• Random walks and branching processes

This page was built for publication: Limit theorem for the moment of maximum of a random walk reaching a fixed level in the region of moderate deviations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6569622)