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Publication:2773619
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zbMath0983.60011MaRDI QIDQ2773619

Aleksandr A. Borovkov, Anatoliĭ Alfredovich Mogul'skiĭ

Publication date: 24 February 2002

Full work available at URL: https://eudml.org/doc/49146

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

large deviationscrossing probabilitiesmultidimensional random walk


Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Large deviations (60F10)


Related Items (5)

Networks with cascading overloads ⋮ Characterization of large deviation probabilities for regenerative sequences ⋮ Boundary crossing problems for compound renewal processes ⋮ The exact asymptotics for hitting probability of a remote orthant by a multivariate Lévy process: the Cramér case ⋮ The exact asymptotics of the large deviation probabilities in the multivariate boundary crossing problem






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