Notes on random walks in the Cauchy domain of attraction

DOI10.1007/s00440-018-0887-0zbMath1479.60086arXiv1706.07924OpenAlexW2683995841WikidataQ128926109 ScholiaQ128926109MaRDI QIDQ2273592

Quentin Berger

Publication date: 24 September 2019

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

Full work available at URL: https://arxiv.org/abs/1706.07924

zbMATH Keywords

random walkrenewal theoremstable distributionladder epochslocal large deviationsCauchy domain of attractionFuk-Nagaev inequalities

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Large deviations (60F10)

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