Large deviations for random walks under subexponentiality: The big-jump domain

D. Denisov, A. B. Dieker, V. Shneer

Research output: Contribution to journalArticle

67 Citations (Scopus)
Original languageEnglish
Pages (from-to)1946-1991
Number of pages46
JournalAnnals of Probability
Volume36
Issue number5
DOIs
Publication statusPublished - Sep 2008

Keywords

  • Large deviations
  • Random walk
  • Subexponentiality

Cite this