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

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

Research output: Contribution to journal › Article › peer-review

Keywords

@article{440ecbb0abfb4ee493e89b5b18a98550,

title = "Large deviations for random walks under subexponentiality: The big-jump domain",

keywords = "Large deviations, Random walk, Subexponentiality",

author = "D. Denisov and Dieker, {A. B.} and V. Shneer",

year = "2008",

month = sep,

doi = "10.1214/07-AOP382",

language = "English",

volume = "36",

pages = "1946--1991",

journal = "Annals of Probability",

issn = "0091-1798",

publisher = "Institute of Mathematical Statistics",

number = "5",

}

TY - JOUR

T1 - Large deviations for random walks under subexponentiality

T2 - The big-jump domain

AU - Denisov, D.

AU - Dieker, A. B.

AU - Shneer, V.

PY - 2008/9

Y1 - 2008/9

KW - Large deviations

KW - Random walk

KW - Subexponentiality

U2 - 10.1214/07-AOP382

DO - 10.1214/07-AOP382

M3 - Article

SN - 0091-1798

VL - 36

SP - 1946

EP - 1991

JO - Annals of Probability

JF - Annals of Probability

IS - 5

ER -