scientific article; zbMATH DE number 5583846

zbMATH Open1174.60326MaRDI QIDQ5319370

Yang Yang, Yue-bao Wang

Publication date: 22 July 2009

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

zbMATH Keywords

ruinlarge deviationsnegatively associateddominated-tailed distribution class

Mathematics Subject Classification ID

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

Related Items (1)

Stochastic bounds for the Sparre Andersen process

Recommendations

• Precise large deviations for widely orthant dependent random variables with dominatedly varying tails 👍 👎
• Stochastic bounds for the Sparre Andersen process 👍 👎
• Precise large deviations for sums of negatively associated random variables with common dominatedly varying tails 👍 👎
• Large deviation results and applications to the generalized Cramér model 👍 👎
• On large deviations for approximations of SDEs 👍 👎
• Large deviations for randomly weighted sums with dominantly varying tails and widely orthant dependent structure 👍 👎
• Large deviations of conditioned diffusions and applications 👍 👎
• On large deviations for the parabolic Anderson model 👍 👎
• Donsker-Varadhan large deviations for path-distribution dependent SPDEs 👍 👎

This page was built for publication: