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Teoriya Veroyatnostei i ee Primeneniya, 2002, Volume 47, Issue 4, Pages 803–814
DOI: https://doi.org/10.4213/tvp3786 (Mi tvp3786) 		 
This article is cited in 7 scientific papers (total in 7 papers)

Short Communications

On large jumps of a Cramer random walk

V. I. Piterbarg, A. M. Kozlov

M. V. Lomonosov Moscow State University, Faculty of Mechanics and Mathematics
Full-text PDF (1138 kB) Citations (7)
DOI: https://doi.org/10.4213/tvp3786
Abstract: The asymptotic of large deviation probabilities for the increments of a Cramer random walk is obtained.
Keywords: random walk, large deviations, Cramer condition.
Received: 16.11.2000
English version:
Theory of Probability and its Applications, 2003, Volume 47, Issue 4, Pages 719–729
DOI: https://doi.org/10.1137/S0040585X97980129
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: V. I. Piterbarg, A. M. Kozlov, “On large jumps of a Cramer random walk”, Teor. Veroyatnost. i Primenen., 47:4 (2002), 803–814; Theory Probab. Appl., 47:4 (2003), 719–729
Citation in format AMSBIB
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\paper On large jumps of a Cramer random walk
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\pages 803--814
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\transl
\jour Theory Probab. Appl.
\yr 2003
\vol 47
\issue 4
\pages 719--729
\crossref{https://doi.org/10.1137/S0040585X97980129}
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  • https://www.mathnet.ru/eng/tvp3786
  • https://doi.org/10.4213/tvp3786
  • https://www.mathnet.ru/eng/tvp/v47/i4/p803
    • This publication is cited in the following 7 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
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