Large deviations of the first passage time for a random walk with semiexponentially distributed jumps.
Sibirskij Matematicheskij Zhurnal, Tome 47 (2006) no. 6, p. 1323.
Voir la notice de l'article dans European Digital Mathematics Library
Classification :
60G50, 60F10
Mots-clés : one-dimensional random walk, first upcrossing time, large deviation, semiexponential, integro-local theorem, deviation function
Mots-clés : one-dimensional random walk, first upcrossing time, large deviation, semiexponential, integro-local theorem, deviation function
@article{SMZ_2006__47_6_54769, author = {Mogul'skii, A.A.}, title = {Large deviations of the first passage time for a random walk with semiexponentially distributed jumps.}, journal = {Sibirskij Matematicheskij Zhurnal}, pages = {1323}, publisher = {mathdoc}, volume = {47}, number = {6}, year = {2006}, zbl = {1150.60006}, language = {en}, url = {https://geodesic-test.mathdoc.fr/item/SMZ_2006__47_6_54769/} }
TY - JOUR AU - Mogul'skii, A.A. TI - Large deviations of the first passage time for a random walk with semiexponentially distributed jumps. JO - Sibirskij Matematicheskij Zhurnal PY - 2006 SP - 1323 VL - 47 IS - 6 PB - mathdoc UR - https://geodesic-test.mathdoc.fr/item/SMZ_2006__47_6_54769/ LA - en ID - SMZ_2006__47_6_54769 ER -
%0 Journal Article %A Mogul'skii, A.A. %T Large deviations of the first passage time for a random walk with semiexponentially distributed jumps. %J Sibirskij Matematicheskij Zhurnal %D 2006 %P 1323 %V 47 %N 6 %I mathdoc %U https://geodesic-test.mathdoc.fr/item/SMZ_2006__47_6_54769/ %G en %F SMZ_2006__47_6_54769
Mogul'skii, A.A. Large deviations of the first passage time for a random walk with semiexponentially distributed jumps.. Sibirskij Matematicheskij Zhurnal, Tome 47 (2006) no. 6, p. 1323. https://geodesic-test.mathdoc.fr/item/SMZ_2006__47_6_54769/