메뉴 건너뛰기




Volumn 41, Issue 6, 2000, Pages 1061-1093

Large deviation probabilities for random walks with semiexponential distributions

Author keywords

[No Author keywords available]

Indexed keywords


EID: 0034548944     PISSN: 00374466     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1004864002443     Document Type: Article
Times cited : (23)

References (20)
  • 2
    • 0043104443 scopus 로고
    • Some limit theorems for large deviations
    • Nagaev S. V., "Some limit theorems for large deviations, " Teor. Veroyatnost. i Primenen., 10, No. 2, 231-254 (1965).
    • (1965) Teor. Veroyatnost. I Primenen. , vol.10 , Issue.2 , pp. 231-254
    • Nagaev, S.V.1
  • 3
    • 0042603655 scopus 로고
    • Limit theorems for large deviations when the Cramer condition is violated. I. II
    • Petrov V. V., "Limit theorems for large deviations when the Cramer condition is violated. I. II, " Vestnik Leningrad Univ., I: 19, 49-68 (1963); II: 1, 58-75 (1969).
    • (1963) Vestnik Leningrad Univ., I , vol.19 , pp. 49-68
    • Petrov, V.V.1
  • 4
    • 0042102514 scopus 로고
    • Petrov V. V., "Limit theorems for large deviations when the Cramer condition is violated. I. II, " Vestnik Leningrad Univ., I: 19, 49-68 (1963); II: 1, 58-75 (1969).
    • (1969) Vestnik Leningrad Univ., II , vol.1 , pp. 58-75
  • 5
    • 0042603654 scopus 로고
    • Large deviation probabilities when the Cramer condition is violated
    • Wolf W., "Large deviation probabilities when the Cramer condition is violated, " Math. Nachr., Bd 70, 197-215 (1975).
    • (1975) Math. Nachr. , vol.70 , pp. 197-215
    • Wolf, W.1
  • 6
    • 0041601583 scopus 로고
    • Asymptotische Entwicklungen fuer Wahrscheinlichkeiten grosser Abweichungen
    • Wolf W., "Asymptotische Entwicklungen fuer Wahrscheinlichkeiten grosser Abweichungen, " Z. Wahrsch. Verw. Geb., Bd 40, 239-256 (1977).
    • (1977) Z. Wahrsch. Verw. Geb. , vol.40 , pp. 239-256
    • Wolf, W.1
  • 8
    • 0042603644 scopus 로고
    • On large deviation probabilities for sums of independent random variables
    • Osipov L. V., "On large deviation probabilities for sums of independent random variables, " Teor. Veroyatnost. I Primenen., 17, No. 2, 320-341 (1972).
    • (1972) Teor. Veroyatnost. I Primenen. , vol.17 , Issue.2 , pp. 320-341
    • Osipov, L.V.1
  • 9
    • 0042603649 scopus 로고
    • On the probabilities of large deviations for the maximum of sums of independent random variables
    • Aleshkyavichene A. K., "On the probabilities of large deviations for the maximum of sums of independent random variables, " Teor. Veroyatnost. I Primenen., 24, No. 1, 322-337 (1979).
    • (1979) Teor. Veroyatnost. I Primenen. , vol.24 , Issue.1 , pp. 322-337
    • Aleshkyavichene, A.K.1
  • 10
    • 0007168953 scopus 로고
    • On a property of sums of independent random variables
    • Nagaev A. V., "On a property of sums of independent random variables, " Teor. Veroyatnost. I Primenen., 22, No. 2, 335-346 (1977).
    • (1977) Teor. Veroyatnost. I Primenen. , vol.22 , Issue.2 , pp. 335-346
    • Nagaev, A.V.1
  • 11
    • 0040632822 scopus 로고
    • Probabilities of large deviations on the whole axis
    • Rozovskiǐ L. V., "Probabilities of large deviations on the whole axis, " Teor. Veroyatnost. I Primenen., 38, No. 1, 53-79 (1993).
    • (1993) Teor. Veroyatnost. I Primenen. , vol.38 , Issue.1 , pp. 53-79
    • Rozovskiǐ, L.V.1
  • 12
    • 0038772478 scopus 로고
    • On asymptotic equivalence of large deviation probabilities for the sum and maximum of independent random variables
    • Novosibirsk
    • Pinelis I. F., "On asymptotic equivalence of large deviation probabilities for the sum and maximum of independent random variables, " in: Trudy Inst. Mat. (Novosibirsk), Novosibirsk, 5, 1985, pp. 144-173.
    • (1985) Trudy Inst. Mat. (Novosibirsk) , vol.5 , pp. 144-173
    • Pinelis, I.F.1
  • 13
    • 0042102504 scopus 로고    scopus 로고
    • Estimates for the distribution of sums and maxima of sums of random variables without the Cramer condition
    • Borovkov A. A., "Estimates for the distribution of sums and maxima of sums of random variables without the Cramer condition, " Sibirsk. Mat. Zh., 41, No. 5, 997-1038 (2000).
    • (2000) Sibirsk. Mat. Zh. , vol.41 , Issue.5 , pp. 997-1038
    • Borovkov, A.A.1
  • 14
    • 0002918670 scopus 로고    scopus 로고
    • Large deviations of heavy-tailed sums with applications in insurance
    • Mikosh T. and Nagaev A. V., "Large deviations of heavy-tailed sums with applications in insurance, " Extremes, 1, No. 1, 81-110 (1998).
    • (1998) Extremes , vol.1 , Issue.1 , pp. 81-110
    • Mikosh, T.1    Nagaev, A.V.2
  • 15
    • 0002260883 scopus 로고
    • Integral limit theorems taking deviations into account when Cramer's condition does not hold
    • Nagaev A. V., "Integral limit theorems taking deviations into account when Cramer's condition does not hold, " Teor. Veroyatnost. I Primenen., 14, No. 1, 51-64 (1969).
    • (1969) Teor. Veroyatnost. I Primenen. , vol.14 , Issue.1 , pp. 51-64
    • Nagaev, A.V.1
  • 16
    • 85011838546 scopus 로고    scopus 로고
    • Large deviation probabilities of the maximum of sums of independent random variables with negative mean and exponential distribution
    • to appear
    • Korshunov D. A., "Large deviation probabilities of the maximum of sums of independent random variables with negative mean and exponential distribution, " Teor. Veroyatnost. I Primenen. (to appear).
    • Teor. Veroyatnost. I Primenen.
    • Korshunov, D.A.1
  • 17
    • 0002237215 scopus 로고
    • Asymptotic behaviour of Wiener-Hopf factors of a random walk
    • Veraverbeke N., "Asymptotic behaviour of Wiener-Hopf factors of a random walk, " Stochastic Process. Appl., 5, No. 1, 27-37 (1977).
    • (1977) Stochastic Process. Appl. , vol.5 , Issue.1 , pp. 27-37
    • Veraverbeke, N.1
  • 18
    • 0037758068 scopus 로고    scopus 로고
    • Large deviation probabilities for random walks with a regular distribution of jumps
    • Borovkov A. A. and Borovkov K. A., "Large deviation probabilities for random walks with a regular distribution of jumps, " Dokl. Akad. Nauk, 371, No. 1, 14-16 (2000).
    • (2000) Dokl. Akad. Nauk , vol.371 , Issue.1 , pp. 14-16
    • Borovkov, A.A.1    Borovkov, K.A.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.