Random walks in the positive quadrant. II. Integral theorem

zbMATH Open0971.60049MaRDI QIDQ1595486

B. A. Rogozin, Anatoli Mogulskii

Publication date: 12 February 2001

Published in: Siberian Advances in Mathematics (Search for Journal in Brave)

zbMATH Keywords

large deviationdeviation functionboundary problemsecond deviation functionfactorization identity

Mathematics Subject Classification ID

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

Related Items (2)

Taming reluctant random walks in the positive quadrant ⋮ Positivity of integrated random walks

This page was built for publication: Random walks in the positive quadrant. II. Integral theorem

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1595486)