Large deviations for random walks with nonidentically distributed jumps having infinite variance.
Sibirskij Matematicheskij Zhurnal, Tome 46 (2005) no. 1, p. 46.
Voir la notice de l'article dans European Digital Mathematics Library
Classification :
60G50, 60F10
Mots-clés : random walk, large deviations, nonidentically distributed jumps, triangular scheme, infinite variance, transient phenomena
Mots-clés : random walk, large deviations, nonidentically distributed jumps, triangular scheme, infinite variance, transient phenomena
@article{SMZ_2005__46_1_53573, author = {Borovkov, A.A.}, title = {Large deviations for random walks with nonidentically distributed jumps having infinite variance.}, journal = {Sibirskij Matematicheskij Zhurnal}, pages = {46}, publisher = {mathdoc}, volume = {46}, number = {1}, year = {2005}, zbl = {1125.60305}, language = {en}, url = {https://geodesic-test.mathdoc.fr/item/SMZ_2005__46_1_53573/} }
TY - JOUR AU - Borovkov, A.A. TI - Large deviations for random walks with nonidentically distributed jumps having infinite variance. JO - Sibirskij Matematicheskij Zhurnal PY - 2005 SP - 46 VL - 46 IS - 1 PB - mathdoc UR - https://geodesic-test.mathdoc.fr/item/SMZ_2005__46_1_53573/ LA - en ID - SMZ_2005__46_1_53573 ER -
%0 Journal Article %A Borovkov, A.A. %T Large deviations for random walks with nonidentically distributed jumps having infinite variance. %J Sibirskij Matematicheskij Zhurnal %D 2005 %P 46 %V 46 %N 1 %I mathdoc %U https://geodesic-test.mathdoc.fr/item/SMZ_2005__46_1_53573/ %G en %F SMZ_2005__46_1_53573
Borovkov, A.A. Large deviations for random walks with nonidentically distributed jumps having infinite variance.. Sibirskij Matematicheskij Zhurnal, Tome 46 (2005) no. 1, p. 46. https://geodesic-test.mathdoc.fr/item/SMZ_2005__46_1_53573/