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

Annals of Probability

Volumn 36, Issue 5, 2008, Pages 1946-1991

  Denisov, D ^a   Dieker, A B ^b,d   Shneer, V ^c  

^a HERIOT WATT UNIVERSITY   (United Kingdom)

^b IBM RESEARCH   (United States)

^c EURANDOM   (Netherlands)

^d IBM T J WATSON RESEARCH CENTER   (United States)

Author keywords

Large deviations; Random walk; Subexponentiality

Indexed keywords

EID: 53049109495     PISSN: 00911798     EISSN: None     Source Type: Journal    
DOI: 10.1214/07-AOP382     Document Type: Article

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