Large deviations for random walks under subexponentiality: The big-jump domain

DOI10.1214/07-AOP382zbMath1155.60019arXivmath/0703265OpenAlexW3101852015MaRDI QIDQ948750

A. B. Dieker, Vsevolod Shneer, Denis Denisov

Publication date: 20 October 2008

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0703265

zbMATH Keywords

large deviations random walk subexponentiality

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Probability distributions: general theory (60E05) Large deviations (60F10)

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