RUS  ENG
Full version
JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive
Teor. Veroyatnost. i Primenen., 2002 Volume 47, Issue 4, Pages 803–814 (Mi tvp3786)
This article is cited in 7 papers

Short Communications

On large jumps of a Cramer random walk

V. I. Piterbarg, A. M. Kozlov

M. V. Lomonosov Moscow State University, Faculty of Mechanics and Mathematics

Abstract: The asymptotic of large deviation probabilities for the increments of a Cramer random walk is obtained.

Keywords: random walk, large deviations, Cramer condition.

Received: 16.11.2000

DOI: 10.4213/tvp3786


 English version: Theory of Probability and its Applications, 2003, 47:4, 719–729

Bibliographic databases:

© Steklov Math. Inst. of RAS, 2024