A. A. Borovkov, “Large deviation principles for random walks with regularly varying distributions of jumps”, Sibirsk. Mat. Zh., 2011, Volume 52, Number 3,Pages <nobr>512

This article is cited in 1 paper

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

A. A. Borovkov^ab

^a Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences, Novosibirsk
^b Novosibirsk State University, Novosibirsk

Abstract: We establish the local and so-called “extended” large deviation principles (see [1, 2]) for random walks whose jumps fail to satisfy Cramér's condition but have distributions varying regularly at infinity.

Keywords: large deviation principle, local large deviation principle, extended large deviation principle, random walks, regularly varying distributions.

UDC: 519.214.6+519.214.4

Received: 18.03.2010