Asymptotic formulas for probabilities of large deviations of ladder heights
Vernadsky National Library of Ukraine
Переглянути архів Інформація| Поле | Співвідношення | |
| Title |
Asymptotic formulas for probabilities of large deviations of ladder heights
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| Creator |
Nagaev, S.V.
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| Description |
Asymptotic formulas for large-deviation probabilities of a ladder height in a random walk generated by a sequence of sums of i.i.d. random variables are deduced. Two cases are considered: a) the distribution F(x) of summands is normal with a zero mean. b) F(x) belongs to the domain of the normal attraction of a stable law with the exponent 0 < α < 1. The method of Laplace transforms is applied in proofs. |
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| Date |
2009-11-25T11:07:02Z
2009-11-25T11:07:02Z 2008 |
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| Type |
Article
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| Identifier |
Asymptotic formulas for probabilities of large deviations of ladder heights / S.V. Nagaev // Theory of Stochastic Processes. — 2008. — Т. 14 (30), № 1. — С. 100–116. — Бібліогр.: 17 назв.— англ.
0321-3900 http://dspace.nbuv.gov.ua/handle/123456789/4541 519.21 |
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| Language |
en
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| Publisher |
Інститут математики НАН України
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