Large deviations probabilities for random walks in the absence of finite expectations of jumps

DOI10.1007/s00440-002-0243-1zbMath1028.60021OpenAlexW2075486727MaRDI QIDQ1400830

Aleksandr A. Borovkov

Publication date: 14 August 2003

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00440-002-0243-1

zbMATH Keywords

large deviationsrandom walkattraction domain of a stable lawregularly varying distribution tails

Mathematics Subject Classification ID

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

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Large Deviations Of Sums Mainly Due To Just One Summand ⋮ Veraverbeke's theorem at large: on the maximum of some processes with negative drift and heavy tail innovations ⋮ Large deviations for random walks under subexponentiality: The big-jump domain ⋮ Interplay of insurance and financial risks in a discrete-time model with strongly regular variation

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