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

DOI10.1134/S0001434624030192MaRDI QIDQ6569622zbMATH OpenFDO

Authors M. A. Anokhina

Publication date 9 July 2024

Published in Mathematical Notes (Search for Journal in Brave)

zbMATH Keywords

random walklocal limit theoremintegro-local limit theorem

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3223982 (Why is no real title available?)
• A local limit theorem for random walks conditioned to stay positive
• A problem of arrangements
• Limit theorems for random walk under the assumption of maxima large deviation
• On the fluctuations of sums of random variables
• On the maximum of a random walk with small negative drift
• Random walks and branching processes

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