Asymptotic Probabilities of Large Deviations Due to Large Jumps of a Markov Process

DOI10.1137/1126031zbMath0481.60037OpenAlexW2073717373MaRDI QIDQ3938960

V. V. Godovan'Chuk

Publication date: 1982

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1126031

zbMATH Keywords

domain of attraction of stable law

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Large deviations (60F10) Markov processes (60J99)

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