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scientific article; zbMATH DE number 5169446

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Publication:5293700
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zbMath1117.60048MaRDI QIDQ5293700

Dmitrii Korshunov

Publication date: 2 July 2007

Full work available at URL: https://eudml.org/doc/53298

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

zbMATH Keywords

exponential change of measurelight tailsprobabilities of large deviationsmaximum of a random walktruncated mean value function


Mathematics Subject Classification ID

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


Related Items (7)

The second rate function and the asymptotic problems of renewal and hitting the boundary for multidimensional random walks ⋮ Optimal stopping time problem for random walks with polynomial reward functions ⋮ Boundary crossing problems for compound renewal processes ⋮ Upper Bounds for the Maximum of a Random Walk with Negative Drift ⋮ On the limit law of a random walk conditioned to reach a high level ⋮ Implicit renewal theory in the arithmetic case ⋮ On the Asymptotics of the Ruin Probability




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