Large deviation principles for random walks with regularly varying distributions of jumps

DOI10.1134/S0037446611030037zbMath1244.60027MaRDI QIDQ642044

Aleksandr A. Borovkov

Publication date: 25 October 2011

Published in: Siberian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

random walkslarge deviationsums of random variablesCramér's conditiongeneralized Poisson process

Mathematics Subject Classification ID

Probability measures on topological spaces (60B05) Sums of independent random variables; random walks (60G50) Large deviations (60F10) Convergence of probability measures (60B10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Cites Work

• On large deviation principles in metric spaces
• Asymptotic Analysis of Random Walks
• Large deviations
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