Pages that link to "Item:Q1432214"
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The following pages link to Probabilities of large deviations for random walks with regular distribution of jumps. (Q1432214):
Displaying 14 items.
- A note on max-sum equivalence (Q613149) (← links)
- Large deviation principles for random walks with regularly varying distributions of jumps (Q642044) (← links)
- Asymptotics of random contractions (Q661266) (← links)
- On the number of claims until ruin in a two-barrier renewal risk model with Erlang mixtures (Q893119) (← links)
- Asymptotic expansions for large deviation probabilities in the strong law of large numbers (Q1102030) (← links)
- Large deviations probabilities for random walks in the absence of finite expectations of jumps (Q1400830) (← links)
- On subexponential tails for the maxima of negatively driven compound renewal and Lévy processes (Q1743344) (← links)
- Tail expansions for the distribution of the maximum of a random walk with negative drift and regularly varying increments (Q2464850) (← links)
- On the asymptotics of the distribution of excess (Q2630646) (← links)
- Survival probabilities of weighted random walks (Q2863700) (← links)
- On Large Jumps of a Cramer Random Walk (Q4830829) (← links)
- Asymptotic analysis for random walks with nonidentically distributed jumps having finite variance (Q5293695) (← links)
- Estimates for the distribution of sums and maxima of sums of random variables without the Cramér condition (Q5932604) (← links)
- Homogeneous models and generic extensions (Q5970171) (← links)
