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Sibirskii Matematicheskii Zhurnal, 2011, Volume 52, Number 3, Pages 512–521 (Mi smj2216)  
This article is cited in 1 scientific paper (total in 1 paper)

Large deviation principles for random walks with regularly varying distributions of jumps

A. A. Borovkovab

a Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences, Novosibirsk
b Novosibirsk State University, Novosibirsk
Full-text PDF (308 kB) Citations (1)
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Abstract: We establish the local and so-called “extended” large deviation principles (see [1, 2]) for random walks whose jumps fail to satisfy Cramér's condition but have distributions varying regularly at infinity.
Keywords: large deviation principle, local large deviation principle, extended large deviation principle, random walks, regularly varying distributions.
Received: 18.03.2010
English version:
Siberian Mathematical Journal, 2011, Volume 52, Issue 3, Pages 402–410
DOI: https://doi.org/10.1134/S0037446611030037
Bibliographic databases:
Document Type: Article
UDC: 519.214.6+519.214.4
Language: Russian
Citation: A. A. Borovkov, “Large deviation principles for random walks with regularly varying distributions of jumps”, Sibirsk. Mat. Zh., 52:3 (2011), 512–521; Siberian Math. J., 52:3 (2011), 402–410
Citation in format AMSBIB
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    • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Сибирский математический журнал Siberian Mathematical Journal
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