On Large Jumps of a Random Walk

DOI10.1137/1136004zbMath0741.60067OpenAlexW2010297560MaRDI QIDQ4713744

Vladimir I. Piterbarg

Publication date: 25 June 1992

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

Full work available at URL: https://doi.org/10.1137/1136004

zbMATH Keywords

random walkprobability of large jumps

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50)

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