Large deviation results for random walks conditioned to stay positive

DOI10.1214/ECP.V17-2282zbMath1252.60041MaRDI QIDQ456268

Elinor Mair Jones, Ronald Arthur Doney

Publication date: 23 October 2012

Published in: Electronic Communications in Probability (Search for Journal in Brave)

zbMATH Keywords

random walksstable lawslimit theorems

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Sums of independent random variables; random walks (60G50) Large deviations (60F10) Stable stochastic processes (60G52)

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