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Q5293700 - MaRDI portal

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scientific article; zbMATH DE number 5169446
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scientific article; zbMATH DE number 5169446

    Statements

    publication date
    2 July 2007
    0 references
    zbMATH Keywords
    maximum of a random walk
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    probabilities of large deviations
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    light tails
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    exponential change of measure
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    truncated mean value function
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    author
    Dmitrii Korshunov
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    Identifiers

    zbMATH DE Number
    5169446
    0 references
     
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