The second rate function and the asymptotic problems of renewal and hitting the boundary for multidimensional random walks

DOI10.1007/BF02104660zbMath0878.60023OpenAlexW2051871795MaRDI QIDQ1358014

Aleksandr A. Borovkov, Anatoliĭ Alfredovich Mogul'skiĭ

Publication date: 21 November 1997

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

Full work available at URL: https://doi.org/10.1007/bf02104660

zbMATH Keywords

deviation functionLegendre transformlarge deviation principlerenewal functionsecond deviation functionCramér-type condition

Mathematics Subject Classification ID

Large deviations (60F10) Renewal theory (60K05)

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