Large deviations probabilities for random walks in the absence of finite expectations of jumps

Probability Theory and Related Fields

Volumn 125, Issue 3, 2003, Pages 421-446

  Borovkov, A A ^a  

^a SOBOLEV INSTITUTE OF MATHEMATICS   (Russian Federation)

Author keywords

Attraction domain of a stable law; Criterion for the maximum of sums; Large deviations; Maximum of sums of random variables

Indexed keywords

EID: 0038609574     PISSN: 01788051     EISSN: None     Source Type: Journal    
DOI: 10.1007/s00440-002-0243-1     Document Type: Article

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