Large deviation probabilities for random walks with heavy tails

zbMath1046.60026MaRDI QIDQ1876391

Onno J. Boxma, Aleksandr A. Borovkov

Publication date: 6 September 2004

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

zbMATH Keywords

asymptotic expansionboundary crossing probabilityrefinement of large deviation probabilitiesregularly varying distribution tail

Mathematics Subject Classification ID

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

Related Items (4)

State-independent Importance Sampling for Random Walks with Regularly Varying Increments ⋮ Asymptotics for exponential functionals of random walks ⋮ On the infimum attained by a reflected Lévy process ⋮ Large deviations for random walks under subexponentiality: The big-jump domain

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